[R] standard error

[David Winsemius]

On May 28, 2012, at 5:20 AM, Christopher Kelvin wrote:

> Dear all,
>  I want to determine the standard error or the mean squared error  
> for the parameter estimate for beta and eta base on the real data.
>  Any help on how to obtain these estimated errors.
>
>
> library(survival)
> d <- data.frame(ob=c(149971, 70808, 133518, 145658, 175701, 50960,  
> 126606, 82329), state=1)
> s <- Surv(d$ob,d$state)
> sr <- survreg(s~1,dist="weibull")
> beta<-1/sr$scale
> p1=(beta)
> p1
> eta<-exp(sr$coefficients[1])
> b=(eta)
> b

The usual approach is to rely on the normality of the parameters on  
the "Weibull scale" and then back transform coef +/- 1.96*se(coef)

You get these with

summary(sr)

-- 
David.