[R] Survreg/psm output

Laura Bonnett l.j.bonnett at googlemail.com
Thu Apr 16 18:10:21 CEST 2009


Dear R-listers,

I know that there have been many, many posts on the output from
Survreg.  To summarise what I have read, Scale is 1/shape of the
Weibull which is also the standard deviation of the normal
distribution which is also the standard deviation of the log survival
time and Intercept is log(scale).  I also know that the hazard
function can be calculated from the output to give something like:
h(time)=exp(-intercept)^scale x scale x time^(1-scale)
So, for example if the intercept was -1.11 and the scale was 1.17 then
the hazard function is h(t) = exp(1.11)^1.17 x 1.17 x t^0.17 = 4.30
t^0.17

However, how can I work out what the hazard is I.e. by how much does
the risk of death increase or decrease with time? Some people have
said that is the scale parameter is greater than 1 then the risk of
death increases with age.  Is this correct?

I am also aware that Harrell has posted previously that there is a
case study in his book.  I have a copy of the book and have read all
the case studies but I'm still not convinced I know what the hazard of
death is?!

Sorry that this relates to previously posted queries, but as yet there
doesn't seem to be a satisfactory solution to the question of the
output?

 Thank you for your help as always,

Laura




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