[R] Survreg with gamma distribution
GÃ¶ran BrostrÃ¶m
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, GÃ¶ran BrostrÃ¶m 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
misinformation.
GÃ¶ran
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