[R] Weights using Survreg

[David Winsemius]

I think you are replying to Dr Therneau without including this context:
>> --- begin----
>> Survreg produces MLE estimates.
>>
>> For your second question, don't know what you are asking.  Can you be
>> more specific and detailed?
>>
>> ---begin included message --
>> Do you know if the parameters estimators are MLE estimators?
>>
>> One more question:
>> In my case study I have failures that occured on different objects  
>> that
>> have different age and length, could I use weight to find the  
>> estimates of a
>> weibull law and so to find the probabilty of failure per unit of  
>> length
>> for example?
-----end---------

On Sep 6, 2011, at 9:50 AM, Boris Beranger wrote:

> Sorry when we talk about about MLE estimates does that mean WLE?I am  
> trying
> to understand if the survreg function is allowing a weight for each  
> density
> function when calculating the likelihood.
>
> In my second question I was trying to explain that my problem is  
> that I have
> pipes of different length and I want to know their probability to  
> break per
> metre. My idea was to weight each of my observations to get estimate
> probabilities per metre.Does that sound realistic?

I have generally used Poisson regression [ glm(...,  
family="poisson") ] in that situation. It lets you do two things: a)  
apply weighting by using offset=log(length_of_pipe) and b) model  
multiple breaks in a pipe if such an occurrence is possible. (It also  
produces an MLE estimate if that feature is of some special importance.)

I respectfully defer to anything Dr Therneau says on this matter and  
am only really posting in hopes that he will clarify whether there is  
any value in thinking about the use of offset terms in either   
parametric or Cox survival models.

There is an offset argument in glm but I do not see one (any longer?)  
in survreg or coxph. I have what must be an extremely vague memory of  
seeing an offset term in coxph formulas, but I do not see such a  
possibility described in the current help pages. Therenau and Grambsch  
indicates that CPH models with certain forms of frailty are similar to  
models with offsets but the help apge for `Surv` specifically warns  
against the use of "gamma/ml or gaussian/reml [frailty terms] with  
survreg".

-- 

David Winsemius, MD
West Hartford, CT