---begin included message -- I am trying to use R to do loglogistic hazard estimation. My plan is to generate a loglogistic hazard sample data and then use survreg to estimate it. If everything is correct, survreg should return the parameters I have used to generate the sample data.
I have written the following code to do a time invariant hazard estimation. The output of summary(modloglog) shows the factor loading of dfico is -0.002 instead of 0.005. Also I can not find the survreg's output of alpha and beta of loglogistic regression. Any comments? Thanks a lot, ... ---------end inclusion ---------- The survreg function uses the location-scale parameterizations found in Kalbfleisch and Prentice's book "The statistical analysis of failure time data". Looking at your code, you are using something different You K&P 1/a lambda b gamma And from K&P: lambda = exp(-alpha), gamma= 1/sigma, where alpha = linear predictor from the fit sigma = scale factor from the fit I would suggest checking out a copy of the book to verify the above. Second, your method of constructing a random time from the distribution is a mystery to me. I believe your code is equivalent to y <- min(which(runif(n) < constant)) for any given y (with changing values of the constant). This is a value from the geometic distribution. Terry Therneau ______________________________________________ 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.