Resumen de Goodness-of-fit tests for parametric models in censored regression
In this talk, a new goodness-of-fit test for parametric regression models when the response variable is right censored will be presented. The test is based on the comparison of a parametric estimator and a nonparametric estimator of the distribution of the errors of the regression model.We propose Kolmogorov-Smirnov and Cramer-von Mises type statistics, and we use a bootstrap mechanism in order to approximate the critical values of the test. Some simulations and an application to real data will be shown.
This is joint work with Ingrid Van Keilegom and Wenceslao Gonz´alez Manteiga, and it has been recently published in The Canadian Journal of Statistics.
