Goodness of fit tests for estimating equations based on pseudo-observations.

We study regression models for mean value parameters in survival analysis based on pseudo-observations. Such parameters include the survival probability and the cumulative incidence in a single point as well as the restricted mean life time and the cause-specific number of years lost. Goodness of fit techniques for such models based on cumulative sums of pseudo-residuals are derived including asymptotic results and Monte Carlo simulations. Practical examples from liver cirrhosis and bone marrow transplantation are also provided.