Re: [R] survival parametric question

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat 27 Aug 2005 - 21:20:40 EST

The survival package is a recommended package in R and contains survreg() which uses the AFT definitions for Weibull survival. This is well documented, and MASS (the book) has comparisons of PH and AFT parametrization for a Weibull example.

I think you mean Frank Harrell's `Design' package. As far as I am aware that has a function psm() (not PSM) which is based on survreg(), so the interpretation should be the same.

On Fri, 26 Aug 2005, denis lalountas wrote:

> Hi to all,
> I am working on design package using survival function.
> First using PSM and adopting a weibull specification for the baseline hazard , I have got the following results(since weibull has both PH and AFT propreties ,in addition I have used the PPHSm command):
>
> Value Std. Error z p
>
> (Intercept) 1.768 1.0007 1.77 7.73e-02
>
> SIZE -0.707 0.0895 -7.90 2.80e-15
>
> REtoTA -0.896 0.4208 -2.13 3.33e-02
>
> D1toEQ 0.281 0.0330 8.51 1.81e-17
>
> EBTtoTA -6.706 1.0807 -6.21 5.46e-10
>
> SALtoTA -3.943 0.3575 -11.03 2.78e-28
>
> fishes 2.619 0.4194 6.24 4.26e-10
>
> computers 2.781 0.2105 13.21 7.35e-40
>
> Log(scale) -0.945 0.1514 -6.24 4.25e-10
>
> and the loglikelihood -82.0
>
> I dont know the specification of the weibull that Desing package uses so
> I can't evaluate the result.
>
> For comparison reasons I have estimated the same model using another
> spftware EasyReg
>
> wich gave the following results( the weibull specification has the form
> a(1).a(2).t^(a(2)-1):
>
> parameters ML estimate t-value p-value Covariates
>
> beta(1) 2.411460 2.136 0.03265 fishes
>
> beta(2) 2.710115 3.322 0.00089 computers
>
> beta(3) -7.539632 -2.646 0.00815 EBTtoTA
>
> beta(4) -3.720231 -2.547 0.01086 SALtoTA
>
> beta(5) 0.262115 1.982 0.04751 D1toEQ
>
> beta(6) -0.710535 -0.515 0.60684 REtoTA
>
> beta(7) -0.493369 -1.938 0.05262 LOG(SIZE)
>
> alpha(1) 0.485828 0.392 0.69491
>
> alpha(2) 2.597073 5.516 0.00000
>
> log(L)=-83,4
>
> First observe that the results are almost the same but the weibull parameters are not.
>
> acooring to the weibull specification that easyreg uses a(2)>0 so the baseline hazard is monotonically increases ,acording to my expectations :(the empirical uncoditional hazard increases monotonically from t=1,12 and then decreases to zero)
>
> My question is what is the weibull specification that R-design package uses for the baseline hazard. Second ,it is possible to plot the baseline hazard in R , in order to "see" the accelerating-decelerating effect in the AFT case.
>
> In addition how can simulate a model in the AFT case ( some examples of simulation are given in the design manual for the COX-PH case.
>
> I hope that my questions are not borring, if so sory I am a new user of R package.
>
> Best regards
>
> D.Lalountas
>
> University of Patras , Greece
>
>
>
> ---------------------------------
>
>
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-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Sat Aug 27 21:29:33 2005

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