Normalised Local Hazard Plots

Fuente: arXiv
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Main Authors: Hjort, Nils Lid, Lumley, Thomas
Format: Preprint
Published: 2026
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author Hjort, Nils Lid
Lumley, Thomas
author_facet Hjort, Nils Lid
Lumley, Thomas
contents The purpose of this paper is to develop and illustrate certain classes of graphical plots that can be used for model verification in quite general survival data and life history data models. By suitably comparing nonparametric and parametric estimates of hazard rate functions over time a hazard comparison function can be constructed which under parametric model assumptions is approximately a zero-mean normal process. The test curves we propose are locally normalised versions of such hazard comparison functions. Under model conditions the test function is approximately a standard normal for each time point. This makes the normalised local hazard curves easy to interpret.We give explicit constructions for the most commonly used models of survival analysis, including the exponential, the Weibull, the Gompertz, the gamma, and for parametric Cox regression. Algorithms carrying this out have been developed in Splus. Various theoretical and practical issues are discussed, including detection power and extensions to time-discrete models. Illustrations are given on simulated and real data.
format Preprint
id arxiv_https___arxiv_org_abs_2603_22373
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Normalised Local Hazard Plots
Hjort, Nils Lid
Lumley, Thomas
Methodology
The purpose of this paper is to develop and illustrate certain classes of graphical plots that can be used for model verification in quite general survival data and life history data models. By suitably comparing nonparametric and parametric estimates of hazard rate functions over time a hazard comparison function can be constructed which under parametric model assumptions is approximately a zero-mean normal process. The test curves we propose are locally normalised versions of such hazard comparison functions. Under model conditions the test function is approximately a standard normal for each time point. This makes the normalised local hazard curves easy to interpret.We give explicit constructions for the most commonly used models of survival analysis, including the exponential, the Weibull, the Gompertz, the gamma, and for parametric Cox regression. Algorithms carrying this out have been developed in Splus. Various theoretical and practical issues are discussed, including detection power and extensions to time-discrete models. Illustrations are given on simulated and real data.
title Normalised Local Hazard Plots
topic Methodology
url https://arxiv.org/abs/2603.22373