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Avtometriya

2012 year, number 6

Using Nonparametric Goodness-of-Fit Tests to Validate Accelerated Failure Time Models

N. S. Galanova, B. Y. Lemeshko, E. V. Chimitova
Novosibirsk State Technical University
ekaterina.chimitova@gmail.com
Keywords: accelerated failure time tests, AFT models, censored measurements, Kaplan-Meier estimates, nonparametric goodness-of-fit tests, modified tests
Pages: 53-68

Abstract

The construction of a reliability function from the results of accelerated failure time (AFT) models is considered. The constructed AFT models are verified by analyzing a sample of residuals. The fit of the residual sample to the baseline probability distribution is tested using modified nonparametric goodness-of-fit tests. In the absence of censoring in tests, it is proposed to use previously constructed models of distribution of statistics for testing composite hypotheses. In the case of censoring of type I or II, distributions of the goodness-of-fit test statistics are found by statistical modeling.