Authors
Longhai Li, Tingxuan Wu, Cindy Feng
Publication date
2021
Journal
Statistics in Medicine
Description
Residuals in normal regression are used to assess a model's goodness‐of‐fit (GOF) and discover directions for improving the model. However, there is a lack of residuals with a characterized reference distribution for censored regression. In this article, we propose to diagnose censored regression with normalized randomized survival probabilities (RSP). The key idea of RSP is to replace the survival probability (SP) of a censored failure time with a uniform random number between 0 and the SP of the censored time. We prove that RSPs always have the uniform distribution on under the true model with the true generating parameters. Therefore, we can transform RSPs into normally distributed residuals with the normal quantile function. We call such residuals by normalized RSP (NRSP residuals). We conduct simulation studies to investigate the sizes and powers of statistical tests based on NRSP residuals in …
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