Thomas Lumley wrote: > On Tue, 16 Oct 2007, Gad Abraham wrote: > >> 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? >>> > > It uses the Newton-Raphson algorithm. Since the loglikelihood has a > unique maximum it shouldn't really matter which algorithm is being used > (for this model -- some of the other models are a bit touchy with small > data sets), so perhaps you are asking what estimator survreg() uses? It > uses the maximum likelihood estimator. > > -thomas
Thanks Simon and Thomas. Terry Therneau has indeed clarified that it is maximising the loglikelihood using Newton-Raphson, as explained in Section 5.7 of http://mayoresearch.mayo.edu/mayo/research/biostat/upload/survival.pdf Cheers, Gad -- Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: [EMAIL PROTECTED] web: http://www.ms.unimelb.edu.au/~gabraham ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
