Thank you I don't know anything about survival regressions. Where should I start ? (anything to read ?)
Maybe it is better or easier for me to write my own functions. 2008/4/15, Prof Brian Ripley <[EMAIL PROTECTED]>: > > For (possibly) censored data, survreg() in package survival can be used > (just regress on a constant). The parametrization is slightly different > from [dpqr]weibull, but it is easy to do the translation. > > > On Tue, 15 Apr 2008, Ben Bolker wrote: > > > Matthew B. <mtthw.bt <at> gmail.com> writes: > > > >> > >> Dear R users, > >> > >> This is a basic question. > >> > >> I want to fit a Weibull distribution. fitdistr(data, "weibull") works > and it > >> is a maximum likelihood fitting. Is it a good method ? Or is it better > to > >> write a function for the log-likelihood and the gradient and to use a > >> numerical routine ? > >> > >> Fitdistr works for uncensored data, but what can I use for censored > (and > >> uncensored) data ? > >> > > > > fitdistr() is just fine for simple data. > > for censored data you will indeed have to make up > > your own negative log-likelihood function, using > > dweibull() for uncensored data and pweibull() for > > censored data. You don't need to write a function > > for the gradient (R will compute derivatives by > > finite differences automatically) unless you are > > very concerned with speed and stability. > > You shouldn't need anything beyond pweibull, > > dweibull, and optim (or mle in the stats4 package). > > > > Ben Bolker > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
