Diagnostic plots to reveal functional form for covariates in multiplicative intensity models.

@article{Grambsch1995DiagnosticPT,
  title={Diagnostic plots to reveal functional form for covariates in multiplicative intensity models.},
  author={Patricia M. Grambsch and Terry M. Therneau and Thomas Rolland Fleming},
  journal={Biometrics},
  year={1995},
  volume={51 4},
  pages={
          1469-82
        }
}
We show how plots based on the residuals from a proportional hazards model may be used to reveal the correct functional form for covariates in the model. A smoothed plot of the martingale residues was suggested for this purpose by Therneau, Grambsch, and Fleming (1990, Biometrika 77, 147-160); however, its consistency required that the covariates be independent. They also noted that the plot could be biased for large covariate effects. We introduce two refinements which overcome these… CONTINUE READING
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