Re: [R] Variance estimates for survreg vs. lm

2015-07-06 Thread Therneau, Terry M., Ph.D.
The difference is that survreg is using a maximum likelihood estimate (MLE) of the variance and that lm is using the unbiased (MVUE) estimate of variance. For simple linear regression, the former divides by "n" and the latter by "n-p". The difference in your variances is exactly n/(n-p) = 10/8

[R] Variance estimates for survreg vs. lm

2015-07-03 Thread Richard Perry
I would like help understanding why a survival regression with no censored data-points does not give the same variance estimates as a linear model (see code below). I think it must be something to do with the fact that the variance is an actual parameter in the survival version via the log(scale),