[R] Survreg

[Terry Therneau]

On 04/22/2012 05:00 AM, r-help-request at r-project.org wrote:
> I am trying to run Weibull PH model  in R.
>
> Assume in the data set  I  have x1  a continuous variable and x2 a
> categorical  variable with two classes (0= sick and 1= healthy).  I fit the
> model in the following way.
>
> Test=survreg(Surv(time,cens)~ x1+x2,dist="weibull")
>
> My questions are
>
> 1. Is it Weibull PH model or Weibull AFT model?
> Call:
> survreg(formula = Surv(time, delta) ~ x1 + x2, data = nn,
>      dist = "weibull")
>                      Value         Std. Error      z          p
> (Intercept)   5.652155    3.54e-02        159.8   0.00e+00
> x1                0.492592    1.92e-02        25.7   3.65e-145
> x2               -0.000212    5.64e-06      -37.6    0.00e+00
> Log(scale)  -0.269219     1.57e-02      -17.1   1.24e-65
> Scale= 0.764
The Weibull model can be veiwed as either.  The cumulative hazard for a 
Weibull is  t^p, viewed as an AFT model we have (at)^p [multiply time], 
viewed as PH we have a(t^p) [multiply the hazard].  The survreg routing 
uses the AFT parameterization found in Chapter 2 of Kalbfleisch and 
Prentice, "The statistical analysis of failure time data".

  For the routine our multiplier "a" above is exp(X beta), for the usual 
reason that negative multipliers should be avoided -- it would 
correspond to time running backwards.  In the above x1 makes time run 
faster, x2 time run slower.
   Terry T