[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.
-thomas
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