On Fri, Jun 24, 2005 at 11:27:28AM -0400, [EMAIL PROTECTED] wrote: > Hi, > I was wondering if someone can help me > interpret the results of running > weibreg. > > I run the following and get the > following R output. > > weibreg(Surv(time, censor)~covar) > fit$fail = 0 > Call: > weibreg(formula = Surv(time, > censor)~covar) > > Covariate Mean Coef > Rel.Risk L-R p Wald p > covar 319.880 -0.002 0.998 > 0.000 > > log(scale) 0.000 8.239 > 3786.326 0.000 > log(shape) 0.000 0.265 > 1.304 0.000 > > Events 172 > Total time at risk 845891 > Max. log. likelihood -1609.4 > LR test statistic 34.4 > Degrees of freedom 3 > Overall p-value 1.65026e-07 > > > I would just like to find the estimated > mean survival time as a function of the > covariate in the model, but am not sure > how to use this output to find that. > Any help would be greatly appreciated.
The fitted model is a distribution with hazard function h(t; a, b, z) = (a/b)(t/b)^(a-1)exp(beta*z), where a = "baseline shape" and b = "baseline scale". z is your "covar" and beta is the estimated regression coefficient. It is an easy exercise to show that this is the hazard function of a Weibull distribution with shape a and scale b*exp(-beta*z/a). Thus the mean is E(T) = b*exp(-beta*z/a)*gamma(1+1/a) ## See ?Weibull Here gamma is the usual gamma function, see ?gamma. (I notice in the R documentation of the Weibull distribution that "E(X) = b Gamma(1+1/a)", which is an error; the G should be g (lowercase).) In your case, a = 1.304, b = 3786.326, beta = -0.002, so E(T) = 3495 * exp(0.00153 * z) (given my calculations are correct). Hth, Göran > > Thank you, > Steven > > ______________________________________________ > [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 > -- Göran Broström tel: +46 90 786 5223 Professor and Head Department of Statistics fax: +46 90 786 6614 Umeå University http://www.stat.umu.se/~goran.brostrom/ SE-90187 Umeå, Sweden e-mail: [EMAIL PROTECTED] ______________________________________________ [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
