[R] AFT model
tlumley at u.washington.edu
Wed Mar 18 08:34:59 CET 2009
On Tue, 17 Mar 2009, tsn4867 wrote:
> In the package survival, using the function survreg for AFT model, I only see
> 4 distributions for the response y: weibull, gaussian, logistic, lognormal and
> log-logistic, which correspond to certain distributions for the error terms.
> I'm wondering if there is a package or how to obtain the parameter estimates
> (the beta's are of great interest) from the AFT model (maximizing
> log-likelihood with censored data as in Klein and Moeschberger book) if we have
> 1) error ~ Cauchy(0,1)
> 2) error comes from a contaminated gaussian dist., for example,
> density of error, f(x) = 0.9*phi(x, mean=0, sd=1) + 0.1*phi(x, mean=0, sd=3),
> where phi(.) is the standard gaussian pdf.
If you look at
it has an example showing how to specify your own distributions.
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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