[R] survreg's algorithm
g.abraham at ms.unimelb.edu.au
Wed Oct 17 07:45:27 CEST 2007
Thomas Lumley wrote:
> 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.
Thanks Simon and Thomas.
Terry Therneau has indeed clarified that it is maximising the
loglikelihood using Newton-Raphson, as explained in Section 5.7 of
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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