[R] survival parametric question

[Prof Brian Ripley]

The survival package is a recommended package in R and contains survreg() 
which uses the AFT definitions for Weibull survival.  This is well 
documented, and MASS (the book) has comparisons of PH and AFT 
parametrization for a Weibull example.

I think you mean Frank Harrell's `Design' package.  As far as I am aware 
that has a function psm() (not PSM) which is based on survreg(), so the 
interpretation should be the same.

On Fri, 26 Aug 2005, denis lalountas wrote:

> Hi to all,
> I am working on design package using survival function.
> First using PSM and adopting a weibull specification for the baseline hazard , I have got the following results(since weibull has both PH and AFT propreties ,in addition I have used the PPHSm command):
>
>  Value Std. Error      z        p
>
> (Intercept)  1.768     1.0007   1.77 7.73e-02
>
> SIZE        -0.707     0.0895  -7.90 2.80e-15
>
> REtoTA      -0.896     0.4208  -2.13 3.33e-02
>
> D1toEQ       0.281     0.0330   8.51 1.81e-17
>
> EBTtoTA     -6.706     1.0807  -6.21 5.46e-10
>
> SALtoTA     -3.943     0.3575 -11.03 2.78e-28
>
> fishes       2.619     0.4194   6.24 4.26e-10
>
> computers    2.781     0.2105  13.21 7.35e-40
>
> Log(scale)  -0.945     0.1514  -6.24 4.25e-10
>
> and the loglikelihood -82.0
>
> I dont know the specification of the weibull that Desing package uses so 
> I can't evaluate the result.
>
> For comparison reasons I have estimated the same model using another 
> spftware EasyReg
>
> wich gave the following results( the weibull specification has the form 
> a(1).a(2).t^(a(2)-1):
>
> parameters ML estimate t-value p-value Covariates
>
> beta(1)       2.411460   2.136 0.03265 fishes
>
> beta(2)       2.710115   3.322 0.00089 computers
>
> beta(3)      -7.539632  -2.646 0.00815 EBTtoTA
>
> beta(4)      -3.720231  -2.547 0.01086 SALtoTA
>
> beta(5)       0.262115   1.982 0.04751 D1toEQ
>
> beta(6)      -0.710535  -0.515 0.60684 REtoTA
>
> beta(7)      -0.493369  -1.938 0.05262 LOG(SIZE)
>
> alpha(1)      0.485828   0.392 0.69491
>
> alpha(2)      2.597073   5.516 0.00000
>
> log(L)=-83,4
>
> First observe that the results are almost the same but the weibull parameters are not.
>
> acooring to the weibull specification that easyreg uses a(2)>0 so the baseline hazard is monotonically increases ,acording to my expectations :(the empirical uncoditional hazard increases monotonically from t=1,12 and then decreases to zero)
>
> My question is what is the weibull specification that R-design package uses for the baseline hazard. Second ,it is possible to plot the baseline hazard in R , in order to "see" the accelerating-decelerating effect in the AFT case.
>
> In addition how can simulate a model in the AFT case ( some examples of simulation are given in the design manual for the COX-PH case.
>
> I hope that my questions are not borring, if so sory I am a new user of R package.
>
> Best regards
>
> D.Lalountas
>
> University of Patras , Greece
>
>
>
> ---------------------------------
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595