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Article

MSC: 62N01, 62N03
Keywords:
accelerated failure time model; survival analysis; goodness-of-fit
Summary:
The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations.
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