Residual analysis in linear regression models with an interval-censored covariate

Residual analysis is a useful class of techniques for the evaluation of the goodness of a fitted model. Checking the underlying assumptions is important since most linear regression estimators require a correctly specified regression function and independent and identically distributed errors to be consistent. For uncensored data, the examination of the residuals of the fitted model is a standard tool for checking whether or not the underlying model assumptions hold. Such analysis has not been widely developed for censored data. Hillis (Statistics in Medicine 1995; 14:2023-2036) developed a residual plot for model checking when the response variable of a linear model is right-censored, and Gomez et al (Statistics in Medicine 2003: 22:409-425) proposed residuals in models with interval-censored covariates. In this paper, we propose a new definition of residuals for linear models that incorporate interval-censored covariates. This definition can be also applied when the response variable is interval-censored. These new residuals are shown to perform better in model checking than other types of residuals in this context. We illustrate them with a data set from an AIDS clinical trial study. Copyright (C) 2004 John Wiley Sons, Ltd.