[R] estimation of lambda and gamma with std errors for a weibull model

[Göran Broström]

On Wed, Jan 14, 2004 at 10:45:56PM +0100, Göran Broström wrote:
> On Wed, Jan 14, 2004 at 09:10:51PM +0100, Fredrik Lundgren wrote:
> > Dear R experts,
> > 
> > How should lambda and gamma (with std.errors) be calculated for a weibull model with age as an independent predictor? I have assumed that this can be done with survreg with e. g. (summary(survreg(Surv(time, status) ~ age, dist = 'weibull')) ) and predict.survreg with e.g. (predict(model, se.fit = T,  newdata = data.frame(age = seq(50, 80, 5)) but unfortunately I'm uncapable to sort out how to get the lambda and gamma values (with std.errors). I haven't found any example of this in the help pages and would really appreciate  any help!
> 
> In my package 'eha', function 'weibreg', you will find short discussion of the
> different parametrizations of the Weibull distribution. Weibull (in base) and
> weibreg (eha) use the same parametrization, different from the one in 
> survreg. See the help page for weibreg. Oops, I can spot an error in that page;
> the reference to 'dgamma' should really be to 'dweibull'.
> 
> Göran

To elaborate further, you should maybe be satisfied with the standard errors 
you get on the log scale. Calculate confidence intervals (or whatever you
want the se's for) on that scale, and transform these intervals to any scale 
you like. Usually much better than doing it in reverse order, ie, calculating
se's (via the delta method) for 'lambda' and 'gamma', and then the confidence
intervals.

Göran

> 
> > 
> > With best wishes and thanks in advance for any help
> > 
> > Fredrik Lundgren
> > 
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> 
> -- 
>  Göran Broström                    tel: +46 90 786 5223
>  Department of Statistics          fax: +46 90 786 6614
>  Umeå University                   http://www.stat.umu.se/egna/gb/
>  SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se
> 
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-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se