Aliases: survreg model.frame.survreg labels.survreg print.survreg.penal print.summary.survreg survReg anova.survreg anova.survreglist
Keywords: survival
### ** Examples # Fit an exponential model: the two fits are the same survreg(Surv(futime, fustat) ~ ecog.ps + rx, ovarian, dist='weibull', scale=1)
Call: survreg(formula = Surv(futime, fustat) ~ ecog.ps + rx, data = ovarian, dist = "weibull", scale = 1) Coefficients: (Intercept) ecog.ps rx 6.9618376 -0.4331347 0.5815027 Scale fixed at 1 Loglik(model)= -97.2 Loglik(intercept only)= -98 Chisq= 1.67 on 2 degrees of freedom, p= 0.434 n= 26
survreg(Surv(futime, fustat) ~ ecog.ps + rx, ovarian, dist="exponential")
Call: survreg(formula = Surv(futime, fustat) ~ ecog.ps + rx, data = ovarian, dist = "exponential") Coefficients: (Intercept) ecog.ps rx 6.9618376 -0.4331347 0.5815027 Scale fixed at 1 Loglik(model)= -97.2 Loglik(intercept only)= -98 Chisq= 1.67 on 2 degrees of freedom, p= 0.434 n= 26
# # A model with different baseline survival shapes for two groups, i.e., # two different scale parameters survreg(Surv(time, status) ~ ph.ecog + age + strata(sex), lung)
Call: survreg(formula = Surv(time, status) ~ ph.ecog + age + strata(sex), data = lung) Coefficients: (Intercept) ph.ecog age 6.73234505 -0.32443043 -0.00580889 Scale: sex=1 sex=2 0.7834211 0.6547830 Loglik(model)= -1137.3 Loglik(intercept only)= -1146.2 Chisq= 17.8 on 2 degrees of freedom, p= 0.000137 n=227 (1 observation deleted due to missingness)
# There are multiple ways to parameterize a Weibull distribution. The survreg # function embeds it in a general location-scale family, which is a # different parameterization than the rweibull function, and often leads # to confusion. # survreg's scale = 1/(rweibull shape) # survreg's intercept = log(rweibull scale) # For the log-likelihood all parameterizations lead to the same value. y <- rweibull(1000, shape=2, scale=5) survreg(Surv(y)~1, dist="weibull")
Call: survreg(formula = Surv(y) ~ 1, dist = "weibull") Coefficients: (Intercept) 1.610367 Scale= 0.5163178 Loglik(model)= -2228.5 Loglik(intercept only)= -2228.5 n= 1000
# Economists fit a model called `tobit regression', which is a standard # linear regression with Gaussian errors, and left censored data. tobinfit <- survreg(Surv(durable, durable>0, type='left') ~ age + quant, data=tobin, dist='gaussian')