Re: [R] Simulation from a model fitted by survreg.

Spencer Graves Wed, 28 Jul 2004 07:17:34 -0700

Please check the documentation, e.g., Venables and Ripley (2002) Modern Applied Statistics with S, p. 360. The Weibull shape parameter is the reciprocal of the scale parameter 0.598 in your printout, so shape = 1/0.598 = 1.672; see also Meeker & Escobar (1998) Statistical Methods for Reliability Data (Wiley).

Does this answer the question? You can get coefficients with coef(mod1). Also, have you looked at attributes(summary(mod1))? If "mod1" follows the old S3 standard, attributes may give you a list of names you can access via summary(mod1)$whateverthenameis (or via summary(mod1)[["whateverthenameis"]]). If "mod1" follows the new S4 standard, then getSlots(mod1) and getSlots(summary(mod1)) will give you the names of the slots and their classes, which can then be accessed via [EMAIL PROTECTED] Sorry, I don't have time to construct an example myself, but I've done this kind of thing many times.

hope this helps. spencer graves

Sixten Borg wrote:

Dear list,
I would like to simulate individual survival times from a model that has been fitted 
using the survreg procedure (library survival). Output shown below.
My plan is to extract the shape and scale arguments for use with rweibull() since my 
error terms are assumed to be Weibull, but it does not make any sense. The mean 
survival time is easy to predict, but I would like to simulate individual survival 
times.
I am probably missing something completely obvious. Any hints or advice are 
appreciated.
Thanks
Sixten
summary(mod1)

Call: survreg(formula = Surv(tid, study$first.event.death) ~ regim + age + stadium2, data = study, dist = "weibull") Value Std. Error z p (Intercept) 11.6005 0.7539 15.387 2.01e-53 regimposto -0.1350 0.1558 -0.867 3.86e-01 age -0.0362 0.0102 -3.533 4.11e-04 stadium2ii -0.0526 0.2794 -0.188 8.51e-01 Log(scale) -0.5148 0.1116 -4.615 3.93e-06

Scale= 0.598

Weibull distribution Loglik(model)= -680.7 Loglik(intercept only)= -689.2 Chisq= 16.87 on 3 degrees of freedom, p= 0.00075 Number of Newton-Raphson Iterations: 8 n=1183 (4 observations deleted due to missing)

version

_ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 1 minor 8.1 year 2003 month 11 day 21 language R

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Re: [R] Simulation from a model fitted by survreg.

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