[R] survreg's algorithm

Terry Therneau therneau at mayo.edu
Tue Oct 16 15:46:21 CEST 2007

Gad Abraham wrote:
> Hi,
> I'm using survreg() from the survival package for parametric survival 
> regression (modelling inter-arrival times of patients to a waiting list 
> as exponentially distributed, with various regressors such as queue size 
> and season).
> Does anyone know which algorithm survreg() uses for this?
> Thanks,
> Gad

  The code uses Newton-Raphson iteration, dropping back to a Marquardt step if 
it has trouble with convergence.  (One data set in the test suite, sent in by a 
user, has a likelihood whose contours look like a lima bean.  This was fatal to 
the simple NR).
  There are several technical reports at the Mayo bistatistics web site that 
document various portions of the survival code in depth. I need to add an index 
to them to the documentation posted in the R package

In particular, #53 contains information on the parametric models that is not 
found elsewhere.  

	Terry Therneau

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