[R] survreg's algorithm
g.abraham at ms.unimelb.edu.au
Wed Oct 17 07:38:39 CEST 2007
Terry Therneau 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?
> 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
The description in Section 5.7 "Fitting the model" is just what I was
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
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