A martingale residual diagnostic for longitudinal and recurrent event data

Elgmati, Entisar, Farewell, Daniel ORCID: https://orcid.org/0000-0002-8871-1653 and Henderson, Robin 2010. A martingale residual diagnostic for longitudinal and recurrent event data. Lifetime Data Analysis 16 (1) , pp. 118-135. 10.1007/s10985-009-9129-1

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Abstract

One method of assessing the fit of an event history model is to plot the empirical standard deviation of standardised martingale residuals. We develop an alternative procedure which is valid also in the presence of measurement error and applicable to both longitudinal and recurrent event data. Since the covariance between martingale residuals at times t 0 and t > t 0 is independent of t, a plot of these covariances should, for fixed t 0, have no time trend. A test statistic is developed from the increments in the estimated covariances, and we investigate its properties under various types of model misspecification. Applications of the approach are presented using two Brazilian studies measuring daily prevalence and incidence of infant diarrhoea and a longitudinal study into treatment of schizophrenia.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Medicine
Subjects:	H Social Sciences > HA Statistics R Medicine > R Medicine (General) R Medicine > RA Public aspects of medicine
Uncontrolled Keywords:	Covariance; Dynamic covariate; Event history; Frailty; Misspecification
Publisher:	Springer
ISSN:	1380-7870
Last Modified:	19 Oct 2022 10:12
URI:	https://orca.cardiff.ac.uk/id/eprint/23573

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