[R] parametric proportional hazard regression

Thomas Lumley tlumley at u.washington.edu
Fri Jul 7 17:47:59 CEST 2006

On Fri, 7 Jul 2006, Valentin Dimitrov wrote:
> I am trying to find a suitable R-function for
> parametric proportional hazard regressions. The
> package survival contains the coxph() function which
> performs a Cox regression which leaves the base hazard
> unspecified, i.e. it is a semi-parametric method. The
> package Design contains the function pphsm() which is
> good for parametric proportional hazard regressions
> when the underlying base distribution is "weibull" or
> "exponential". But what if I need a parametric
> proportional hazard model with the other "usual"
> distributions like '"gaussian"', '"logistic"',
> '"lognormal"'and '"loglogistic"?

Those are not proportional hazards families of distributions. That is, if 
the distribution is gaussian for one value of the hazard ratio parameters 
it will not be gaussian for any other value.

You can get accelerated failure models with these distributions using 
survreg() in the survival package.


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

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