[R] Survreg function for loglogistic hazard estimation

Terry Therneau
Mon, 08 Jun 2009 13:55:25 -0000

---begin included message --

I am trying to use R to do loglogistic hazard estimation.  My plan is to
generate a loglogistic hazard sample data and then use survreg to estimate
it.  If everything is correct, survreg should return the parameters I have
used to generate the sample data.

I have written the following code to do a time invariant hazard estimation.
The output of summary(modloglog) shows the factor loading of dfico is -0.002
instead of 0.005.  Also I can not find the survreg's output of alpha and
beta of loglogistic regression.  Any comments?  Thanks a lot,

...
---------end inclusion ----------

 The survreg function uses the location-scale parameterizations found in
Kalbfleisch and Prentice's book "The statistical analysis of failure
time data".
 Looking at your code, you are using something different

  You     K&P
  1/a     lambda
  b       gamma

And from K&P: lambda = exp(-alpha), gamma= 1/sigma, where
               alpha = linear predictor from the fit
	       sigma = scale factor from the fit
I would suggest checking out a copy of the book to verify the above.

 Second, your method of constructing a random time from the distribution is a
mystery to me.  I believe your code is equivalent to
      y <- min(which(runif(n) < constant))
for any given y (with changing values of the constant).
This is a value from the geometic distribution.

Terry Therneau