Re: [R] Survreg with gamma distribution

[Thomas Lumley]

On Mon, 18 Oct 2004, Göran Broström wrote:
On Mon, Oct 18, 2004 at 08:48:40AM -0700, Thomas Lumley wrote:
                          However, all the distributions in survreg are
location-scale families,
But only after a time transformation (usually the log transformation) in
most cases (exponential, Weibull, lognormal, ...)
which the Gamma is not, so the basic algorithm
would have to be different.
which also holds for the Gamma; log(Gamma) is a location-scale family. So
the basic algorithm should work after all? (Haven't tried it myself,
though.)
I don't think the log(Gamma) is a location-scale family (though I may be 
missing something). For fixed shape parameter it is a location family, but 
not a scale family as the shape parameter varies:
  a) In survreg() the extreme-value [log(Weibull)] distributions are the 
location-scale family that contain the log(Exponential).
  b) The standardised skewness of log(Gamma) random variables varies with 
the shape parameter (by simulation), though not with the scale parameter.

        -thomas______________________________________________
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