[R] Survreg with gamma distribution

Thomas Lumley tlumley at u.washington.edu
Mon Oct 18 21:57:09 CEST 2004

On Mon, 18 Oct 2004, Göran Broström wrote:

> On Mon, Oct 18, 2004 at 08:48:40AM -0700, Thomas Lumley wrote:
>			  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.)

I don't think the log(Gamma) is a location-scale family (though I may be 
missing something). For fixed shape parameter it is a location family, but 
not a scale family as the shape parameter varies:
   a) In survreg() the extreme-value [log(Weibull)] distributions are the 
location-scale family that contain the log(Exponential).
   b) The standardised skewness of log(Gamma) random variables varies with 
the shape parameter (by simulation), though not with the scale parameter.


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