Terry Therneau wrote: > Gad Abraham wrote: >> Hi, >> >> I'm using survreg() from the survival package for parametric survival >> regression (modelling inter-arrival times of patients to a waiting list >> as exponentially distributed, with various regressors such as queue size >> and season). >> >> Does anyone know which algorithm survreg() uses for this? >> >> Thanks, >> Gad > > The code uses Newton-Raphson iteration, dropping back to a Marquardt step > if > it has trouble with convergence. (One data set in the test suite, sent in by > a > user, has a likelihood whose contours look like a lima bean. This was fatal > to > the simple NR). > > There are several technical reports at the Mayo bistatistics web site that > document various portions of the survival code in depth. I need to add an > index > to them to the documentation posted in the R package > > http://mayoresearch.mayo.edu/mayo/research/biostat/ > > In particular, #53 contains information on the parametric models that is not > found elsewhere. > > Terry Therneau >
Thanks Terry, The description in Section 5.7 "Fitting the model" is just what I was looking for. Cheers, Gad -- Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: [EMAIL PROTECTED] web: http://www.ms.unimelb.edu.au/~gabraham ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
