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Cited by 287

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Tests of calibration and goodness‐of‐fit in the survival setting

Open access
Demler, Olga V., Paynter, Nina P., Cook, Nancy R.·2015·Statistics in Medicine

Abstract

To access the calibration of a predictive model in a survival analysis setting, several authors have extended the Hosmer–Lemeshow goodness‐of‐fit test to survival data. Grønnesby and Borgan developed a test under the proportional hazards assumption, and Nam and D'Agostino developed a nonparametric test that is applicable in a more general survival setting for data with limited censoring. We analyze the performance of the two tests and show that the Grønnesby–Borgan test attains appropriate size in a variety of settings, whereas the Nam‐D'Agostino method has a higher than nominal Type 1 error when there is more than trivial censoring. Both tests are sensitive to small cell sizes. We develop a modification of the Nam‐D'Agostino test to allow for higher censoring rates. We show that this modified Nam‐D'Agostino test has appropriate control of Type 1 error and comparable power to the Grønnesby–Borgan test and is applicable to settings other than proportional hazards. We also discuss the application to small cell sizes. Copyright © 2015 John Wiley & Sons, Ltd.

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Metadata

Authors
Demler, O. V., Paynter, N. P., & Cook, N. R.
Venue
Statistics in Medicine
Publisher
Wiley
Published
2015-02-11
Volume
34
Issue
10
Pages
1659-1680
ISSN
  • 0277-6715 (ISSN-L)
  • 1097-0258
OpenAlex
W2132432664
Cited by
287
References
30
FWCI
16.64
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Tests of calibration and goodness‐of‐fit in the survival setting. https://app.cochat.ai/papers/10.1002/sim.6428
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Demler, O. V., Paynter, N. P., & Cook, N. R. (2015). Tests of calibration and goodness‐of‐fit in the survival setting. Statistics in Medicine. https://doi.org/10.1002/sim.6428

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