Goodness-of-fit tests for parametric models in censored regression
(2007) Canadian Journal of Statistics — Vol. 35, n° 2, p. 249-264 (2007)
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- Abstract
- The authors propose a goodness-of-fit test for parametric regression models when the response variable is right-censored. Their test compares an estimation of the error distribution based on parametric residuals to another estimation relying on nonparametric residuals. They call on a bootstrap mechanism in order to approximate the critical values of tests based on Kolmogorov-Smirnov and Cramer-von Mises type statistics. They also present the results of Monte Carlo simulations and use data from a study about quasars to illustrate their work.
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Pardo-Fernandez, J. C., Van Keilegom, I., & Gonzalez-Manteiga, W. (2007). Goodness-of-fit tests for parametric models in censored regression. Canadian Journal of Statistics, 35(2), 249-264. https://doi.org/10.1002/cjs.5550350204 (Original work published 2007)