[R] parametric proportional hazard regression

Frank E Harrell Jr f.harrell at vanderbilt.edu
Sat Jul 8 04:21:48 CEST 2006


Valentin Dimitrov wrote:
> 
>> 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

That will be a very strange model that I've never seen used before in 
survival analysis.  Interpretation of parameters other than the hazard 
ratio may be tricky.  Why do you need a nontraditional model such as this?

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University



More information about the R-help mailing list