Testing Goodness of Fit of Parametric AFT and PH Models with Residuals

In this article, we consider the problems of testing the goodness of fit of the parametric accelerated failure time model and the Cox proportional hazards model. We consider omnibus test statistics based on residuals. The statistical distributions of Kolmogorov, Cramer-von Mises–Smirnov, and Anderson–Darling statistics are all investigated by means of Monte Carlo simulations. Type-I, Type-II, and independent random censoring situations are all …