On Mon, Oct 18, 2004 at 12:57:09PM -0700, Thomas Lumley wrote: > 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).
You are not missing anything, but I was, apparently; I have always thought of a shape parameter as follows: If the cdf of an rv X can be written as F(x) = G((x/s)^p), then (s, p) is a scale-shape parameter. In that case, the log transform (of X) gives a location-scale family of distributions. Obviously, the gamma cdf is not of the scale-shape form above, and so the log transform does not give a location-scale family. I apologize for the misinformation. Göran ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
