[R] Survreg with gamma distribution

Göran Broström gb at stat.umu.se
Tue Oct 19 09:14:23 CEST 2004

On Mon, Oct 18, 2004 at 12:57:09PM -0700, Thomas Lumley wrote:
> 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). 

You are not missing anything, but I was, apparently; I have always thought
of a shape parameter as follows: If the cdf of an rv  X  can be written
as F(x) = G((x/s)^p), then (s, p) is a scale-shape parameter. In that case,
the log transform (of  X) gives a location-scale family of distributions.

Obviously, the gamma cdf is not of the scale-shape form above, and so the
log transform does not give a location-scale family. I apologize for the


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