[R] Survreg with gamma distribution

[Göran Broström]

On Mon, Oct 18, 2004 at 08:48:40AM -0700, Thomas Lumley wrote:
> On Sun, 17 Oct 2004, Kuan-Ta Chen wrote:
> 
> >Hi, all:
> >
> >I find survreg {survival} has provided many distributions such as weibull,
> >lognormal, etc. But I wonder why it doesn't have the support for gamma
> >distribution since it should be a good distr. in lifetime analysis. Can
> >anybody figure out the reason?
> 
> Presumably the actual reason is because Terry Therneau didn't need to use 
> the Gamma model.  However, all the distributions in survreg are 
> location-scale families, 

But only after a time transformation (usually the log transformation) in
most cases (exponential, Weibull, lognormal, ...) 

> which the Gamma is not, so the basic algorithm 
> would have to be different.
 
which also holds for the Gamma; log(Gamma) is a location-scale family. So
the basic algorithm should work after all? (Haven't tried it myself,
though.) 

Göran
-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
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