Section: New Results

Development and performance of npde for the evaluation of time-to-event models

Normalised prediction distribution errors (npde) are used to graphically and statistically evaluate mixed-effect models for continuous responses. Our aim was to extend npde to time-to-event (TTE) models and evaluate their performance. We extended npde to TTE models using imputations to take into account censoring. We then evaluated their performance in terms of type I error and power to detect model misspecifications for TTE data by means of a simulation study with different sample sizes. Type I error was found to be close to the expected 5% significance level for all sample sizes tested. The npde were able to detect misspecifications in the baseline hazard as well as in the link between the longitudinal variable and the survival function. The ability to detect model misspecifications increased as the difference in the shape of the survival function became more apparent. As expected, the power also increased as the sample size increased. Imputing the censored events tended to decrease the percentage of rejections.