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Assessing the adequacy of Weibull survival models: a simulated envelope approach
Authors:Yun Zhao  Kelvin KW Yau  Geoffrey J McLachlan
Institution:1. School of Public Health, Curtin Health Innovation Research Institute , Curtin University of Technology , Perth, WA, Australia;2. Department of Management Sciences , City University of Hong Kong , Tat Chee Avenue, Kowloon, Hong Kong, China;3. Department of Mathematics , University of Queensland , Brisbane, Queensland, Australia
Abstract:The Weibull proportional hazards model is commonly used for analysing survival data. However, formal tests of model adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data. In this paper, a graphical diagnostic plot of Cox–Snell residuals with a simulated envelope added is proposed to assess the adequacy of Weibull survival models. Both single component and two-component mixture models with random effects are considered for recurrent failure time data. The effectiveness of the diagnostic method is illustrated using simulated data sets and data on recurrent urinary tract infections of elderly women.
Keywords:goodness-of-fit  mixture models  model adequacy  simulated envelope  survival analysis
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