Cox–Snell residual survival diagnostic
ID: cox-snell-residual-survival-diagnostic
For a correct fitted survival law, complete Cox–Snell residuals are approximately unit exponential. Residuals computed at observed censored times retain their censoring indicators. Fit a Kaplan–Meier estimator to the transformed times and indicators and compare it with , or compare their Nelson–Aalen estimator cumulative hazard with . Treating censored transformed times as complete exponential observations gives a distorted Q–Q check.
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