[R] Survreg with gamma distribution

Göran Broström gb at stat.umu.se
Mon Oct 18 21:10:49 CEST 2004

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,

 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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