[R] survreg: fitting different location parameters

[h.brunschwig@utoronto.ca]

I am still trying to find a common intercept but a different slopes for each 
group within my lifetime data. By stratifying the variable stress (the groups) 
I get different scale parameters which is not my goal.
So I did this:

survreg(Surv(lfailure)~as.factor(stress),data=steel,dist="extreme")

and I did get different slopes but common intercepts and scales.
Is this correct? I am a bit unsure as I did it with a different software and 
got different estimates...

Thanks for any help

Hadassa





Quoting Göran Broström <gb at tal.stat.umu.se>:

> On Sun, Jan 23, 2005 at 03:10:18PM -0500, h.brunschwig at utoronto.ca wrote:
> > Hi R-Help! 
> > 
> > My question: I have lifetime/failure data of machines with different 
> > stress levels and i think an weibull/extreme value distribution would 
> > fit this data. So I did: 
> > 
> > model1      <- survreg(Surv(lfailure)~stress,data=steel,dist="extreme") 
> > 
> > (where lfailure=log(failure)) 
> > 
> > Now I would like to do a likelihood ratio test to test the hypothesis 
> > 
> > H0: location parameters of the extreme value distribution are equal 
> > for each stress level. 
> > 
> > So in order to perform the likelihood ratio test I need the likelood 
> > of the model under 
> > 
> > HA: location parameters are not equal (i.e. each stress level has its 
> > slope and intercept). 
> > 
> > How can I do this? 
> 
> Stratify on stress level. 
> -- 
>  Göran Broström                    tel: +46 90 786 5223
>  Department of Statistics          fax: +46 90 786 6614
>  Umeå University                   http://www.stat.umu.se/egna/gb/
>  SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se
>