Re: [R] Exponential, Weibull and log-logistic distributions in glm()

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu 11 Aug 2005 - 00:41:55 EST

On Wed, 10 Aug 2005, Gorjanc Gregor wrote:

> Dear R-users!
>
> I would like to fit exponential, Weibull and log-logistic via glm() like
> functions. Does anyone know a way to do this? Bellow is a bit longer
> description of my problem.

I think you want to use survreg(). It will still work when there is no censoring.

Adding these families to glm() would be difficult. They are really not generalized linear models in any of the useful senses: not exponential families, don't have estimating functions linear in the response variable, not fitted by iteratively reweighted least squares.

         -thomas



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