[R] duration analysis

dimitrijoe at ipea.gov.br dimitrijoe at ipea.gov.br
Sun Mar 5 21:43:18 CET 2006


I am trying to estimate the effects of covariates on the hazard function, rather
than on the survival. I know this is actually the same thing. For example, using
the survival package, and doing:

> myfit <- survreg( Surv(time, event) ~ mymodel )

all I have to do to get the quantities of my interest is

> -myfit$coefficients/myfit$scale

The standard erros are easily worked out, as the absolute z-statistics are the same.

Ok, so I can get easily what I want from survreg(). But I'd like to get it even
more directly. Does anyone know some function to do it?

Thank you,
Dimitri Szerman

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