[R] survreg's algorithm

Thomas Lumley tlumley at u.washington.edu
Tue Oct 16 16:55:46 CEST 2007

On Tue, 16 Oct 2007, Gad Abraham wrote:

> 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?

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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