Hi, I'm using survreg() from the survival package for parametric survival regression (modelling inter-arrival times of patients to a waiting list as exponentially distributed, with various regressors such as queue size and season). Does anyone know which algorithm survreg() uses for this? Thanks, Gad -- Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: g.abraham at ms.unimelb.edu.au web: http://www.ms.unimelb.edu.au/~gabraham
Gad Abraham wrote:> Hi, > > I'm using survreg() from the survival package for parametric survival > regression (modelling inter-arrival times of patients to a waiting list > as exponentially distributed, with various regressors such as queue size > and season). > > Does anyone know which algorithm survreg() uses for this? > > Thanks, > Gad >Due diligence: I have actually looked at ?survreg and friends, and at the source code; except for a brief mention of a "sparse Newton-Rapshon algorithm" in the frailty model code, I couldn't find anything substantive. -- Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: g.abraham at ms.unimelb.edu.au web: http://www.ms.unimelb.edu.au/~gabraham
Gad Abraham wrote:> Hi, > > I'm using survreg() from the survival package for parametric survival > regression (modelling inter-arrival times of patients to a waiting list > as exponentially distributed, with various regressors such as queue size > and season). > > Does anyone know which algorithm survreg() uses for this? > > Thanks, > GadThe code uses Newton-Raphson iteration, dropping back to a Marquardt step if it has trouble with convergence. (One data set in the test suite, sent in by a user, has a likelihood whose contours look like a lima bean. This was fatal to the simple NR). There are several technical reports at the Mayo bistatistics web site that document various portions of the survival code in depth. I need to add an index to them to the documentation posted in the R package http://mayoresearch.mayo.edu/mayo/research/biostat/ In particular, #53 contains information on the parametric models that is not found elsewhere. Terry Therneau