Testing Goodness of Fit of a Uniform Truncation Model

Summary Several goodness‐of‐fit tests of a lifetime distribution have been suggested in the literature; many take into account censoring and/or truncation of event times. In some contexts, a goodness‐of‐fit test for the truncation distribution is of interest. In particular, better estimates of the lifetime distribution can be obtained when knowledge of the truncation law is exploited. In cross‐sectional sampling, for example, there are theoretical justifications for the assumption of a uniform truncation distribution, and several studies have used it to improve the efficiency of their survival estimates. The duality of lifetime and truncation in the absence of censoring enables methods for testing goodness of fit of the lifetime distribution to be used for testing goodness of fit of the truncation distribution. However, under random censoring, this duality does not hold and different tests are required. In this article, we introduce several goodness‐of‐fit tests for the truncation distribution and investigate their performance in the presence of censored event times using simulation. We demonstrate the use of our tests on two data sets.