Goodness-of-fit tests for conditional models under censoring and truncation

被引：6

作者：

Cao, Ricardo ^{[1
]}

Gonzalez-Manteiga, Wenceslao ^{[2
]}

机构：

[1] Univ A Coruna, Dept Matemat, La Coruna 15071, Spain

[2] Univ Santiago de Compostela, Dept Estadist & Invest Operat, Santiago De Compostela, Spain

来源：

JOURNAL OF ECONOMETRICS | 2008年 / 143卷 / 01期

关键词：

additive risks model; duration data; kernel method; polynomial regression; proportional hazards model; proportional odds; survival analysis;

D O I：

10.1016/j.jeconom.2007.08.011

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The problem of specification tests for conditional models is studied when the data are subject to left truncation and right censoring. A general method is applied to derive tests for the polynomial regression, the proportional hazards., the additive risks and the proportional odds models. Bootstrap versions to approximate the critical values of the test are introduced and proved to work both from a theoretical viewpoint as well as in a small simulation study. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：166 / 190

页数：25

共 41 条

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