R help - Jan 2005 - survreg: fitting different location parameters

Hi R-Help!

My question: I have lifetime/failure data of machines with different
stress levels and i think an weibull/extreme value distribution would
fit this data. So I did:

model1      <-
survreg(Surv(lfailure)~stress,data=steel,dist="extreme")

(where lfailure=log(failure))

Now I would like to do a likelihood ratio test to test the hypothesis 

H0: location parameters of the extreme value distribution are equal
for each stress level.

So in order to perform the likelihood ratio test I need the likelood
of the model under

HA: location parameters are not equal (i.e. each stress level has its
slope and intercept).

How can I do this? 

Thanks for any help!

Hadassa

Hi R-Help!

My question: I have lifetime/failure data of machines with different
stress levels and i think an weibull/extreme value distribution would
fit this data. So I did:

model1      <-
survreg(Surv(lfailure)~stress,data=steel,dist="extreme")

(where lfailure=log(failure))

Now I would like to do a likelihood ratio test to test the hypothesis

H0: location parameters of the extreme value distribution are equal
for each stress level.

So in order to perform the likelihood ratio test I need the likelood
of the model under

HA: location parameters are not equal (i.e. each stress level has its
slope and intercept).

How can I do this?

Thanks for any help!

Hadassa

Hi R-Help! 

My question: I have lifetime/failure data of machines with different 
stress levels and i think an weibull/extreme value distribution would 
fit this data. So I did: 

model1      <-
survreg(Surv(lfailure)~stress,data=steel,dist="extreme")

(where lfailure=log(failure)) 

Now I would like to do a likelihood ratio test to test the hypothesis 

H0: location parameters of the extreme value distribution are equal 
for each stress level. 

So in order to perform the likelihood ratio test I need the likelood 
of the model under 

HA: location parameters are not equal (i.e. each stress level has its 
slope and intercept). 

How can I do this? 

Thanks for any help! 

Hadassa

On Sun, Jan 23, 2005 at 03:10:18PM -0500, h.brunschwig at utoronto.ca
wrote:
> Hi R-Help! 
> 
> My question: I have lifetime/failure data of machines with different 
> stress levels and i think an weibull/extreme value distribution would 
> fit this data. So I did: 
> 
> model1      <-
survreg(Surv(lfailure)~stress,data=steel,dist="extreme")
> 
> (where lfailure=log(failure)) 
> 
> Now I would like to do a likelihood ratio test to test the hypothesis 
> 
> H0: location parameters of the extreme value distribution are equal 
> for each stress level. 
> 
> So in order to perform the likelihood ratio test I need the likelood 
> of the model under 
> 
> HA: location parameters are not equal (i.e. each stress level has its 
> slope and intercept). 
> 
> How can I do this? 
Stratify on stress level. 
-- 
 G?ran Brostr?m                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Ume? University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Ume?, Sweden             e-mail: gb at stat.umu.se

I am still trying to find a common intercept but a different slopes for each 
group within my lifetime data. By stratifying the variable stress (the groups) 
I get different scale parameters which is not my goal.
So I did this:

survreg(Surv(lfailure)~as.factor(stress),data=steel,dist="extreme")

and I did get different slopes but common intercepts and scales.
Is this correct? I am a bit unsure as I did it with a different software and 
got different estimates...

Thanks for any help

Hadassa





Quoting G?ran Brostr?m <gb at tal.stat.umu.se>:
> On Sun, Jan 23, 2005 at 03:10:18PM -0500, h.brunschwig at utoronto.ca
wrote:
> > Hi R-Help! 
> > 
> > My question: I have lifetime/failure data of machines with different 
> > stress levels and i think an weibull/extreme value distribution would 
> > fit this data. So I did: 
> > 
> > model1      <-
survreg(Surv(lfailure)~stress,data=steel,dist="extreme")
> > 
> > (where lfailure=log(failure)) 
> > 
> > Now I would like to do a likelihood ratio test to test the hypothesis 
> > 
> > H0: location parameters of the extreme value distribution are equal 
> > for each stress level. 
> > 
> > So in order to perform the likelihood ratio test I need the likelood 
> > of the model under 
> > 
> > HA: location parameters are not equal (i.e. each stress level has its 
> > slope and intercept). 
> > 
> > How can I do this? 
> 
> Stratify on stress level. 
> -- 
>  G?ran Brostr?m                    tel: +46 90 786 5223
>  Department of Statistics          fax: +46 90 786 6614
>  Ume? University                   http://www.stat.umu.se/egna/gb/
>  SE-90187 Ume?, Sweden             e-mail: gb at stat.umu.se
>