Cox-Snell residuals from a parametric survival model
Object returned by
A data frame with a column called
est giving the Cox-Snell residual, defined as the fitted cumulative hazard at each data point.
fitted cumulative hazard at the given observed data point, and other columns indicating the observation time,
observed event status, and covariate values defining the data at this point.
The cumulative hazards
est should form a censored sample from an Exponential(1).
Therefore to check the fit of the model, plot a nonparametric estimate of the cumulative
hazard curve against a diagonal line through the origin, which is the theoretical cumulative
hazard trajectory of the Exponential(1).
fitg <- flexsurvreg(formula = Surv(futime, fustat) ~ age, data = ovarian, dist = "gengamma") cs <- coxsnell_flexsurvreg(fitg) ## Model appears to fit well, with some small sample noise surv <- survfit(Surv(cs$est, ovarian$fustat) ~ 1) plot(surv, fun="cumhaz") abline(0, 1, col="red")
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