[R] survreg penalized likelihood?

Spencer Graves spencer.graves at pdf.com
Sun Apr 20 03:40:56 CEST 2003


	  What objective function is maximized by survreg with the default 
Weibull model?  I'm getting finite parameters in a case that has the 
likelihood maximzed at Infinite, so it can't be a simple maximum 
likelihood.

Consider the following:
#############################
 > set.seed(3)
 > Stress <- rep(1:3, each=3)
 > ch.life <- exp(9-3*Stress)
 > simLife <- rexp(9, rate=1/ch.life)
 > Data <- data.frame(Stress=factor(Stress),
+  Time=pmin(simLife, 50), dead = (simLife<=50))
 > Data[1:3,]
   Stress Time  dead
1      1   50 FALSE
2      1   50 FALSE
3      1   50 FALSE
# All three observations at Stress=1 are censored.
 > Fit <- survreg(Surv(Time, dead)~Stress-1, data=Data)
 > Fit
Call:
survreg(formula = Surv(Time, dead) ~ Stress - 1, data = Data)

Coefficients:
    Stress1    Stress2    Stress3
41.3724178  2.2819204 -0.5281005

Scale= 0.2577886

Loglik(model)= -6.6   Loglik(intercept only)= -22.1
	Chisq= 30.88 on 2 degrees of freedom, p= 2e-07
n= 9
# Even though 100% of observations at Stress=1 are censored,
# I still get a finite estimate for log(characteristics life).

Thanks,
Spencer Graves



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