[R] Weibull survival modeling with covariate

[Thomas Lumley]

On Thu, 9 Jun 2005, Watalu, Y. (aka Wataru) wrote:

> Hi,
>
> I'm also wondering which expression the survreg() uses
> for Weibull regression.  Referring to help(survreg) and
> help(survreg.distributions), I guess survreg() fits the
> following model.
>
> survreg() uses a different parametrization, say
>   F(x, Wshape, Wscale) = 1-exp(-Wscale*(x^Wshape))),
> and fits a parametric model with these formulas.
>       Wshape  = 1/"Scale"  (calculated by survreg())
>   log(Wscale) = model with covariates
>
> Is it correct?
>

Yes.  survreg() fits location-scale families to censored data, so the 
Weibull has to be parametrized as a location-scale family as described 
above.

 	-thomas


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle