[R] Second-order effect in Parametric Survival Analysis

ryusuke ryusukekenji at hotmail.com
Sun Nov 13 06:51:41 CET 2011

Thank you Dr. David.

I try to summarize it.
Assumes x and z are two covariates:
x = dummy variable (1 or 0)
z = factors (people name)

x*z = x + z + x*z
therefore this is not a 2nd-order interactions, it should be (for an
exponential survival regression):-
h(t|(X=x,Z=z)) = exp(Beta0 + XZBeta1)


I believe there is no 2nd-order interactions survival regression as I
searched over www.rseek.org. While I tried to read through the codes of
survreg(), I stuck (cannot understand) at survreg6.c

survreg6.c apply C Language which involves Cholesky decomposition
multi-matrix (first-order interactions) calculation.
1) chinv2.c
2) cholesky3.c
3) chsolve2.c (only solve the equations of first-order interactions)

If someone gives some idea or suggestion on these?
Thank you.


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