Goodness-of-fit criteria for survival data

The definition of an appropriate measure for goodness-of-fit in
case of survival data comparable to R^2 in linear regression is
difficult due to censored observations. In this paper, a variety of
answers based on different residuals and variance of survival
curves are presented together with a newly introduced criterion. In
univariate simulation studies, the presented criteria are examined
with respect to their dependence on the value of the coefficient
associated with the covariate; underlying covariate distribution
and censoring percentage in the data. Investigation of the
relations between the values of the different criteria indicates
strong dependencies, although the absolute values show high
discrepancies and the criteria building processes differ
substantially.