On Thu, 9 Jun 2005, Watalu, Y. (aka Wataru) wrote:

Hi,

I'm also wondering which expression the survreg() uses
for Weibull regression.  Referring to help(survreg) and
help(survreg.distributions), I guess survreg() fits the
following model.

survreg() uses a different parametrization, say
  F(x, Wshape, Wscale) = 1-exp(-Wscale*(x^Wshape))),
and fits a parametric model with these formulas.
      Wshape  = 1/"Scale"  (calculated by survreg())
  log(Wscale) = model with covariates

Is it correct?


Yes. survreg() fits location-scale families to censored data, so the Weibull has to be parametrized as a location-scale family as described above.

        -thomas


Thomas Lumley                   Assoc. Professor, Biostatistics
[EMAIL PROTECTED]       University of Washington, Seattle

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