R help - Jan 2008 - Parametric survival models with left truncated, right censored data

Dear All,

I would like to fit some parametric survival models using left
truncated, right censored data in R. However I am having problems
finding a function to fit parametric survival models which can handle
left truncated data.

I have tested both the survreg function in package survival: 

fit1 <- survreg(Surv(start, stop, status) ~ X + Y + Z, data=data1)

and the psm function in package Design: 

fit2 <- psm(Surv(start, stop, status) ~ X + Y + Z, data=data1)


But neither function appears to work with left truncated data. The error
message "Invalid survival type" is received for both functions when
left
truncated data is specified.

The function weibreg in the eha package fits Weibull survival models and
works with left truncated data. This function is useful, but I need to
fit parametric models other than Weibull.

Any suggestions of functions that can fit parametric survival models
other than Weibull on left truncated, right censored data would be
greatly appreciated.

Kind Regards,

Beth 
--------------------
Hymans Robertson LLP is a limited liability partnership registered in
England and Wales with registered number OC310282. A list of members 
of Hymans Robertson LLP is available for inspection at One London
Wall, London, EC2Y 5EA, the firm's registered office. Hymans
Robertson LLP is authorised and regulated by the Financial Services
Authority. Certain regulated services are provided by Hymans
Robertson Financial Services LLP, a subsidiary of Hymans Robertson
LLP. Hymans Robertson Financial Services LLP is a limited liability
partnership registered in England and Wales with registered number
OC310836. A list of members of Hymans Robertson Financial Services
LLP is available for inspection at One London Wall, London, EC2Y 5EA,
the firm's registered office.  Hymans Robertson Financial Services
LLP is authorised and regulated by the Financial Services Authority.
This e-mail and any attachments are confidential. If it ...{{dropped:9}}

Bill Meeker's programs for reliability analysis can fit this, they are part
of
his SPLIDA package for Splus.  I'm not sure that anyone has ported these to
R
however.
 
 The survreg routine does not handle this case, and psm call survreg to do the 
actual work.
 
 	Terry Therneau

I uploaded eha-1.2-0 to CRAN a day ago. This version can handle
accelerated failure time and proportional hazards parametric models
for right censored, left truncated, and stratified data. Included
distributions are: Weibull, lognormal, loglogistic, Gompertz, and
extreme value. The new inner structure of eha makes it very simple
(for me) to add families of distributions of a shape-scale type (i.e.
the distribution of the log of the "baseline" survival time is a
location-scale family). Suggestions are welcome. The Gompertz and
Gompertz-Makeham families of distributions are unfortunately not of
this type. While the Gompertz case could be solved by a "trick"
(always include an intercept in the regression model), the
Gompertz-Makeham case is harder. Needs special treatment; hints are
welcome.

With the possibility of keeping the shape parameter(s) fixed, special
cases of the abovementioned distributions are also possible to fit,
e.g., the exponential (Weibull with shape = 1).

G?ran

On Wed, Jan 23, 2008 at 5:46 PM, Beth Ireland <Beth.Ireland at
hymans.co.uk> wrote:
> Dear All,
>
> I would like to fit some parametric survival models using left
> truncated, right censored data in R. However I am having problems
> finding a function to fit parametric survival models which can handle
> left truncated data.
>
> I have tested both the survreg function in package survival:
>
> fit1 <- survreg(Surv(start, stop, status) ~ X + Y + Z, data=data1)
>
> and the psm function in package Design:
>
> fit2 <- psm(Surv(start, stop, status) ~ X + Y + Z, data=data1)
>
>
> But neither function appears to work with left truncated data. The error
> message "Invalid survival type" is received for both functions
when left
> truncated data is specified.
>
> The function weibreg in the eha package fits Weibull survival models and
> works with left truncated data. This function is useful, but I need to
> fit parametric models other than Weibull.
>
> Any suggestions of functions that can fit parametric survival models
> other than Weibull on left truncated, right censored data would be
> greatly appreciated.
>
> Kind Regards,
>
> Beth
> --------------------
> Hymans Robertson LLP is a limited liability partnership registered in
> England and Wales with registered number OC310282. A list of members
> of Hymans Robertson LLP is available for inspection at One London
> Wall, London, EC2Y 5EA, the firm's registered office. Hymans
> Robertson LLP is authorised and regulated by the Financial Services
> Authority. Certain regulated services are provided by Hymans
> Robertson Financial Services LLP, a subsidiary of Hymans Robertson
> LLP. Hymans Robertson Financial Services LLP is a limited liability
> partnership registered in England and Wales with registered number
> OC310836. A list of members of Hymans Robertson Financial Services
> LLP is available for inspection at One London Wall, London, EC2Y 5EA,
> the firm's registered office.  Hymans Robertson Financial Services
> LLP is authorised and regulated by the Financial Services Authority.
> This e-mail and any attachments are confidential. If it ...{{dropped:9}}
>
> ______________________________________________
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>


-- 
G?ran Brostr?m