Ancillarity properties of generalized residuals with applications in failure time models

Academic Article

Abstract

  • This paper addresses the issue of when residuals from failure time models, which are useful in model validation and diagnostics, possess a conditional ancillarity property. This property states that the distribution of the residuals depends on the model parameters only through a many-to-one function of these parameters, which in certain models turn out to be the censoring proportion. Concrete results are obtained for models which possess an invariance structure, and these results are applied to commonly used failure time models. Aside from furthering our understanding of the distributional structure of residuals, this conditional ancillarity property can be exploited to study in a more efficient manner the distributional properties of residuals either analytically and/or through numerical methods.
  • Pubmed Id

  • 25730616
  • Author List

  • Aban IB; Peña EA
  • Start Page

  • 31
  • End Page

  • 49
  • Volume

  • 74
  • Issue

  • 1