Cox–Snell residual survival diagnostic (source code)

= Cox–Snell residual survival diagnostic
{c}
{title2=$\widehat S_r(r)\approx e^{-r}$}

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 $e^{-r}$, or compare their <Nelson–Aalen estimator> cumulative hazard with $r$. Treating censored transformed times as complete exponential observations gives a distorted Q–Q check.