[R] survreg's algorithm

Gad Abraham g.abraham at ms.unimelb.edu.au
Wed Oct 17 07:38:39 CEST 2007

Terry Therneau 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?
>> 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
>   	http://mayoresearch.mayo.edu/mayo/research/biostat/
> In particular, #53 contains information on the parametric models that is not 
> found elsewhere.  
> 	Terry Therneau

Thanks Terry,

The description in Section 5.7 "Fitting the model" is just what I was 
looking for.


Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham

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