Martingale residual
= Martingale residual
{title2=$\widehat M_i$}
A martingale residual is the observed event count minus its fitted cumulative intensity. In a survival model, $\widehat M_i=N_i(\tau)-\widehat\Lambda_i(\tau)$ compares whether individual $i$ experienced an event with the event count predicted over that individual's follow-up.