[R] survreg's algorithm
tlumley at u.washington.edu
Tue Oct 16 16:55:46 CEST 2007
On Tue, 16 Oct 2007, Gad Abraham wrote:
> Gad Abraham wrote:
>> 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?
It uses the Newton-Raphson algorithm. Since the loglikelihood has a unique
maximum it shouldn't really matter which algorithm is being used (for this
model -- some of the other models are a bit touchy with small data sets),
so perhaps you are asking what estimator survreg() uses? It uses
the maximum likelihood estimator.
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