Residuals for Proportional Hazards Models with Interval‐Censored Survival Data

Abstract

Summary. We develop diagnostic tools for use with proportional hazards models for interval‐censored survival data. We propose counterparts t o the Cox‐Snell, Lagakos (or martingale), deviance, and Schoenfeld residuals. Many of the properties of these residuals carry over to the interval‐censored case. In particular, the interval‐censored versions of the Lagakos and Schoenfeld residuals may be derived as components of suitable score statistics. The Lagakos residuals may be used to check regression relationships, while the Schoenfeld residuals can help to detect nonproportional hazards in semiparametric models. The methods apply to parametric models and to the semiparametric model with discrete observation times.