[R] Weights in survReg

[Prof Brian Ripley]

Sasha,

This is R, which has survreg with weights (no caps).  You can find out for 
sure from the source code, but the help file says these are `observation 
weights'. I take that to mean weight=2 says `I have two cases like this' 
in forming the likelihood.  The C code says `case weights', the usual term 
for that meaning.


On Wed, 19 Oct 2005, Alexander Antonyuk wrote:

> 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

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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