SearcharxivSearch

arXiv · 2511.09823

Diagnostics for Semiparametric Accelerated Failure Time Models with R Package afttest

Abstract

The semiparametric accelerated failure time (AFT) model offers a direct and interpretable alternative to the Cox proportional hazards model, yet practical diagnostic tools for this framework remain limited. We introduce afttest, an R package that implements martingale-residual-based goodness-of-fit procedures for semiparametric AFT models. In addition to the recently developed multiplier bootstrap diagnostics, the package introduces a new computationally efficient resampling strategy based on an influence-function linear approximation. Unlike the original approach, which requires repeatedly solving estimating equations for each bootstrap replicate, the proposed method avoids iterative optimization and substantially reduces computation time while preserving asymptotic validity. Both the standard multiplier bootstrap and the accelerated linear approximation are implemented, allowing users to balance finite-sample performance and computational scalability. The package supports rank-based and least-squares estimators, provides omnibus, link function, and functional form tests, and includes graphical tools for visualizing residual processes. An application to the Mayo Clinic primary biliary cirrhosis study illustrates the workflow.

Explore related subjects

Keep this discovery

BibTeXRIS

Woojung Bae, Dongrak Choi, Jun Yan, Sangwook Kang. 2025-11-13. Diagnostics for Semiparametric Accelerated Failure Time Models with R Package afttest. https://arxiv.org/abs/2511.09823

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO