[R] Weibull Prediction?

[David Winsemius]

On Jul 16, 2009, at 7:41 PM, Sean Brummel wrote:

> I am trying to generate predictions from a weibull survival curve  
> but it
> seems that the predictions assume that the shape(scale for
> survfit) parameter is one(Exponential but with a strange rate  
> estimate?).
> Here is an examle of the problem, the smaller the shape is the worse  
> the
> discrepancy.
>
> ### Set Parameters
> scale<-10
> shape<-.85
> ### Find Mean
> scale*gamma(1 + 1/shape)
>
> ### Simulate Data and Fit Model
> y<-rweibull(10000,scale=scale,shape=shape)
> model<-survreg(Surv(y)~1,dist="weibull")
>
> ### Exp of coef and predict are the same
> exp(model$coef)
> predict(model,type=c("response"))[1]
>
> ### Here is the mean and median of the data
> mean(y)
> median(y)
>
> ### Fitted Mean and Median from survreg
> fitScale<-exp(model$coef)
> fitShape<-1/model$scale
> fitScale*gamma(1 + 1/fitShape)
> fitScale*(log(2))^(1/fitShape)
>
> Is this done on purpose? If so does anyone know why?

http://finzi.psych.upenn.edu/Rhelp08/2008-October/178487.html

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT