Re: [R] survival parametric question

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Sat 27 Aug 2005 - 22:57:09 EST

Prof Brian Ripley wrote:

> 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.

Yes, at least until you run a psm Weibull fit through the pphsm convertor function. I recommend that Denis run the psm fit through Design's Hazard and Survival functions to create S functions containing the analytic representation of hazard and survival functions. There's also Mean and Quantile, and latex.psm.

Frank

> 
> 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
>>
>>
>>
>>---------------------------------
>>
>>
>> [[alternative HTML version deleted]]
>>
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>>
>
>
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Sat Aug 27 23:07:12 2005

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