

survreg(survival5)                           R Documentation

_R_e_g_r_e_s_s_i_o_n _f_o_r _a _P_a_r_a_m_e_t_r_i_c _S_u_r_v_i_v_a_l _M_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n_:

     Regression for a parametric survival model

_U_s_a_g_e_:

     survreg(formula, data=sys.parent(), subset, na.action,
     dist="weibull", init, scale=0, control,
     model=F, x=F, y=T, ...)

_A_r_g_u_m_e_n_t_s_:

 formula: a formula expression as for other regression mod-
          els.  See the documentation for `lm' and `formula'
          for details.

    data: optional data frame in which to interpret the
          variables occurring in the formula.

  subset: subset of the observations to be used in the fit.

na.action: function to be used to handle any NAs in the
          data.

    dist: assumed distribution for y variable.  These
          include weibull, exponential, gaussian, logistic,
          lognormal and loglogistic.  If the argument is a
          character string, then it is assumed to name an
          element from `survreg.distributions' (enter
          `names(survreg.distributions)' for a full list of
          choices).  Otherwise, it is assumed to be a user
          defined list conforming to this standard.

    parm: a list of fixed parameters.  For the t-distribu-
          tion for instance this is the degrees of freedom;
          most of the distributions have no parameters.

    init: optional vector of initial values for the parame-
          ters.

   scale: optional fixed value for the scale.  If set to <=0
          then the scale is estimated.

 control: a list of control values, in the format producted
          by `survreg.control'.

   model: if TRUE, the model frame is returned.

       x: if TRUE, then the X matrix is returned.

       y: if TRUE, then the y vector (or survival times) is
          returned.

     ...: other arguments which will be passed to
          `survreg.control'.

_V_a_l_u_e_:

     an object of class `survreg' is returned.

_N_O_T_E_:

     This routine underwent significant changes from sur-
     vival4 to survival5. The survreg.old function gives a
     backwards-compatible interface.

_C_O_M_P_U_T_A_T_I_O_N_:

     The routine uses a Newton-Raphson iteration with step
     halving, with provision for general penalized term.
     Fisher scoring is used for intermediate steps where the
     information matrix is not positive definite.

_E_x_a_m_p_l_e_s_:

     data(ovarian)
     survreg(Surv(futime, fustat) ~ ecog.ps + rx, ovarian, dist='weibull',scale=1)
     survreg.old(Surv(futime, fustat) ~ ecog.ps + rx, ovarian, dist='extreme',fixed=list(scale=1),link="log")

