Re: [R] parametric proportional hazard regression

From: Thomas Lumley <>
Date: Tue 11 Jul 2006 - 00:12:54 EST

On Fri, 7 Jul 2006, Valentin Dimitrov wrote:
> I do not need a accelerated failure model, but a
> proportional hazard model with a f0= weibull,
> exponential, loglogistic or lognormal baseline
> distribution. The hazard function is
> lambda(t)=exp(Xi*beta)*lambda0(t),
> where lambda0 is the baseline hazard
> lambda0(t)=f0(t)/(1-F0(t)) where f0 and F0 are the
> baseline density and cumulative distribution
> functions.
> This is a proportional hazard model since the ratio
> lambda(t|Xi)/lambda(t|Xj)=exp(Xi*beta)/exp(Xj*beta)
> does not depend on t.

For a weibull (including exponential) model you can do this with survreg. For the other models you would have to maximize the likelihood directly. This will involve writing the likelihood directly in terms of the hazard and cumulative hazard, since a proportional hazards model that is gaussian at X=0 is not gaussian at any other X.


Thomas Lumley			Assoc. Professor, Biostatistics	University of Washington, Seattle

______________________________________________ mailing list PLEASE do read the posting guide! Received on Tue Jul 11 00:21:09 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 11 Jul 2006 - 02:15:45 EST.

Mailing list information is available at Please read the posting guide before posting to the list.