[R] survreg: fitting different location parameters

Göran Broström gb at tal.stat.umu.se
Mon Jan 24 13:49:09 CET 2005


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. 
-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se




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