Re: [R] Weights in survReg

From: Prof Brian Ripley <>
Date: Thu 20 Oct 2005 - 08:29:24 EST


This is R, which has survreg with weights (no caps). You can find out for sure from the source code, but the help file says these are `observation weights'. I take that to mean weight=2 says `I have two cases like this' in forming the likelihood. The C code says `case weights', the usual term for that meaning.

On Wed, 19 Oct 2005, Alexander Antonyuk wrote:

> Dear R users,
> I am trying to find out what the function survReg does exactly with the
> Weights parameters. I looked in Terry Therneau documentations and other
> places and couldn't find anything. I tried to make an analogy with weighted
> OLS and assumed that the scale parameter Sigma in the accelerated
> failure-time model log(Time)= X*betas +Sigma*E, is of the form Sigma(i) =
> Sigma/Weights(i).
> Can anyone confirm that or point me in the direction where I can find out
> for sure?
> Thank you,
> Sasha

Brian D. Ripley,        
Professor of Applied Statistics,
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 Thu Oct 20 08:36:22 2005

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