survreg's algorithm
Thomas Lumley wrote:
On Tue, 16 Oct 2007, Gad Abraham wrote:
Gad Abraham wrote:
Hi, I'm using survreg() from the survival package for parametric survival regression (modelling inter-arrival times of patients to a waiting list as exponentially distributed, with various regressors such as queue size and season). Does anyone know which algorithm survreg() uses for this?
It uses the Newton-Raphson algorithm. Since the loglikelihood has a
unique maximum it shouldn't really matter which algorithm is being used
(for this model -- some of the other models are a bit touchy with small
data sets), so perhaps you are asking what estimator survreg() uses? It
uses the maximum likelihood estimator.
-thomas
Thanks Simon and Thomas. Terry Therneau has indeed clarified that it is maximising the loglikelihood using Newton-Raphson, as explained in Section 5.7 of http://mayoresearch.mayo.edu/mayo/research/biostat/upload/survival.pdf Cheers, Gad
Gad Abraham Department of Mathematics and Statistics The University of Melbourne Parkville 3010, Victoria, Australia email: g.abraham at ms.unimelb.edu.au web: http://www.ms.unimelb.edu.au/~gabraham