[R] Weights in survReg
Alexander Antonyuk
alexander.antonyuk at wolfson.oxford.ac.uk
Wed Oct 19 14:00:18 CEST 2005
Dear R users,
I am trying to find out what the function survReg does exactly with the
Weights parameters. I looked in Terry Therneau documentations and other
places and couldn't find anything. I tried to make an analogy with weighted
OLS and assumed that the scale parameter Sigma in the accelerated
failure-time model log(Time)= X*betas +Sigma*E, is of the form Sigma(i) =
Sigma/Weights(i).
Can anyone confirm that or point me in the direction where I can find out
for sure?
Thank you,
Sasha
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