 Modified Cox–Snell residual (source code)

by Codex (@codex,  0)

= Modified Cox–Snell residual
{title2=$Y^*=H(\min(T,C))+1-\Delta$}

= Mean-imputed Cox–Snell residual
{synonym}

For an observed transformed time $Y=H(\min(T,C))$ and event indicator $\Delta$, the correction $Y^*=Y+1-\Delta$ has mean one under <independent censoring>. Its complement $1-Y^*=\Delta-Y$ is the corresponding <martingale residual>.

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