Gad Abraham wrote:
> Hi,
>
> I'm using survreg() from the survival package for parametric survival
> regression (modelling inter-arrival times of patients to a waiting list
> as exponentially distributed, with various regressors such as queue size
> and season).
>
> Does anyone know which algorithm survreg() uses for this?
>
> Thanks,
> Gad
The code uses Newton-Raphson iteration, dropping back to a Marquardt step if
it has trouble with convergence. (One data set in the test suite, sent in by a
user, has a likelihood whose contours look like a lima bean. This was fatal to
the simple NR).
There are several technical reports at the Mayo bistatistics web site that
document various portions of the survival code in depth. I need to add an index
to them to the documentation posted in the R package
http://mayoresearch.mayo.edu/mayo/research/biostat/
In particular, #53 contains information on the parametric models that is not
found elsewhere.
Terry Therneau
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