[R] Exponential, Weibull and log-logistic distributions in glm()

Gorjanc Gregor Gregor.Gorjanc at bfro.uni-lj.si
Fri Aug 12 13:34:07 CEST 2005


>> Dear R-users!
>>
>> I would like to fit exponential, Weibull and log-logistic via glm() like
>> functions. Does anyone know a way to do this? Bellow is a bit longer
>> description of my problem.
>
> I think you want to use survreg().  It will still work when there is no 
> censoring.
>
>
> Adding these families to glm() would be difficult. They are really not 
> generalized linear models in any of the useful senses: not exponential 
> families, don't have estimating functions linear in the response 
> variable, not fitted by iteratively reweighted least squares.

Thank you very much for the response. I didn't want to get into survival
since this is really not my field, but it seems that providing those 
distributions in glm() is not so easy as I thought. Based on your hint I 
tried with survreg and estimates seems reasonable.

best, Gregor




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