On Tue, Feb 25, 2014 at 10:50 AM, Therneau, Terry M., Ph.D. <
thern...@mayo.edu> wrote:
>
>
> On 02/25/2014 05:00 AM, r-help-requ...@r-project.org wrote:
>
>> Hi,
>>
>> I have some measurements and their uncertainties. I'm using an
>> uncensored subset of the data for a weighted fit (for now---I'll do a
>> fit to the full, censored, dataset when I understand the results).
>>
>> survreg() reports a much smaller standard error for the model
>> parameter than lm(), but only when I use weights. Am I missing
>> something? Here is what I'm doing:
>>
>
> Survreg treats weights as case weights, and lm treats them as sampling
> weights.
>
Actually, lm() treats them as precision weights, not sampling weights, but
that's still the explanation.
-thomas
--
Thomas Lumley
Professor of Biostatistics
University of Auckland
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