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具有区间删失协变量的线性回归模型中的残差分析

Residual analysis in linear regression models with an interval-censored covariate.

作者信息

Topp Rebekka, Gómez Guadalupe

机构信息

Fachbereich Statistik, Universität Dortmund, Vogelpothsweg 87, Dortmund 44227, Germany.

出版信息

Stat Med. 2004 Nov 15;23(21):3377-91. doi: 10.1002/sim.1731.

Abstract

Residual analysis is a useful class of techniques for the evaluation of the goodness of a fitted model. Checking the underlying assumptions is important since most linear regression estimators require a correctly specified regression function and independent and identically distributed errors to be consistent. For uncensored data, the examination of the residuals of the fitted model is a standard tool for checking whether or not the underlying model assumptions hold. Such analysis has not been widely developed for censored data. Hillis (Statistics in Medicine 1995; 14:2023-2036) developed a residual plot for model checking when the response variable of a linear model is right-censored, and Gomez et al. (Statistics in Medicine 2003; 22:409-425) proposed residuals in models with interval-censored covariates. In this paper, we propose a new definition of residuals for linear models that incorporate interval-censored covariates. This definition can be also applied when the response variable is interval-censored. These new residuals are shown to perform better in model checking than other types of residuals in this context. We illustrate them with a data set from an AIDS clinical trial study.

摘要

残差分析是一类用于评估拟合模型优劣的有用技术。检查基本假设很重要,因为大多数线性回归估计量需要一个正确设定的回归函数以及独立同分布的误差才能保持一致性。对于未删失数据,检查拟合模型的残差是检验基本模型假设是否成立的标准工具。此类分析在删失数据方面尚未得到广泛发展。希利斯(《医学统计学》1995年;14:2023 - 2036)针对线性模型的响应变量为右删失时的模型检验开发了一种残差图,戈麦斯等人(《医学统计学》2003年;22:409 - 425)提出了具有区间删失协变量的模型中的残差。在本文中,我们针对包含区间删失协变量的线性模型提出了一种新的残差定义。当响应变量为区间删失时,该定义也可应用。在这种情况下,这些新残差在模型检验中表现得比其他类型的残差更好。我们用一个艾滋病临床试验研究的数据集对它们进行说明。

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