[R] parametric proportional hazard regression

Valentin Dimitrov vsdimitrov at yahoo.com
Sat Jul 8 02:45:57 CEST 2006



> 
> 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


I do not need a accelerated failure model, but a
proportional hazard model with a f0= weibull,
exponential, loglogistic or lognormal baseline
distribution. The hazard function is
lambda(t)=exp(Xi*beta)*lambda0(t),
where lambda0 is the baseline hazard
lambda0(t)=f0(t)/(1-F0(t)) where f0 and F0 are the
baseline density and cumulative distribution
functions.
This is a proportional hazard model since the ratio
lambda(t|Xi)/lambda(t|Xj)=exp(Xi*beta)/exp(Xj*beta)
does not depend on t.

Valentin



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