[R] Scale parameter in Weibull distribution
dwinsemius at comcast.net
Wed Mar 7 00:06:49 CET 2012
On Mar 6, 2012, at 5:53 PM, FU-WEN LIANG wrote:
> Hi all,
> I'm trying to generate a Weibull distribution including four
> covariates in
> the model. Here is the code I used:
> T = rweibull(200, shape=1.3,
> C = rweibull(n, shape=1.5, scale=0.008) #censoring time
> time = pmin(T,C) #observed time is min of censored and true
> event = time==T # set to 1 if event is observed
> And then, I used this dataset to fit a Weibull regression mode:
> survreg(Surv(time, event)~b1+b2+x1+x2, dist='weibull')
> The result I got was:
> Intercept b1 b2 x1 x2 Scale
> -3.983 1.916 -1.828 -0.808 1.022 0.778
> I transformed those estimates into:
> Shape = 1/0.778=1.3
> beta1 = -1.916/0.778 = -2.5
> beta2 = -(-1.828)/0.778 = 2.5
> beta3 = -(-0.808)/0.778 = 1.0
> beta4 = -1.022/0.778 = -1.3
> scale = exp(-3.983) = 0.0186
>> From the result, we can see all parameter estimates are close to the
> initial values, except for scale. The baseline scale is 0.004.
> The scale parameter is varying by covariates.
> If so, how can I double check if the estimated baseline scale is
> close to
> the initial baseline scale?
Please read the read the help() for 'survreg' and make sure you follow
the links provided and work through the examples.
> Please advise if my concept
The concept is the problem.
> or code is not correct.
> Thank you very much.
David Winsemius, MD
West Hartford, CT
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