Re: [R] Variance estimates for survreg vs. lm

2015-07-06 Thread Therneau, Terry M., Ph.D.
The difference is that survreg is using a maximum likelihood estimate (MLE) of the variance and that lm is using the unbiased (MVUE) estimate of variance. For simple linear regression, the former divides by n and the latter by n-p. The difference in your variances is exactly n/(n-p) = 10/8.

[R] Variance estimates for survreg vs. lm

2015-07-03 Thread Richard Perry
I would like help understanding why a survival regression with no censored data-points does not give the same variance estimates as a linear model (see code below). I think it must be something to do with the fact that the variance is an actual parameter in the survival version via the