Dear R-experts: I am using survreg() to estimate the parameters of a Weibull density having right-censored observations. Some observations are weighted. To do that I regress the weighed observations against a column of ones.
When I enter the data as 37 weighted observations, the parameter estimates are exactly the same as when I enter the data as the corresponding 70 unweighted observations. This is to be expected, of course. I don't understand, however, why the reported loglikelihood is > parameter.estimates$loglik [1] -120.4699 -120.4699 for the 37 weighted observations, but > parameter.estimates$loglik [1] -135.1527 -135.1527 for the 70 unweighted observations. (For the record, my computations of the loglikelihood, using the dweibull() function for the observations and the pweibull() function for the censored observations, is -135.1527 for both 37 weighted and 70 unweighted.) I am using the data from Meeker and Escobar, _Statistical Methods for Reliability Data_, Wiley (1998), Table C.1, shown below: Hours Status Num.Parts 450 Failure 1 460 R-Censored 1 1150 Failure 2 1560 R-Censored 1 1600 Failure 1 1660 R-Censored 1 1850 R-Censored 5 2030 R-Censored 3 2070 Failure 2 2080 Failure 1 2200 R-Censored 1 3000 R-Censored 4 3100 Failure 1 3200 R-Censored 1 3450 Failure 1 3750 R-Censored 2 4150 R-Censored 4 4300 R-Censored 4 4600 Failure 1 4850 R-Censored 4 5000 R-Censored 3 6100 R-Censored 3 6100 Failure 1 6300 R-Censored 1 6450 R-Censored 2 6700 R-Censored 1 7450 R-Censored 1 7800 R-Censored 2 8100 R-Censored 2 8200 R-Censored 1 8500 R-Censored 3 8750 R-Censored 2 8750 Failure 1 9400 R-Censored 1 9900 R-Censored 1 10100 R-Censored 3 11500 R-Censored 1 I am running R version 2.11.1 (2010-05-31) on a HP Windows 7 box with 8 gig RAM. Thank you for your help. Charles Annis, P.E. charles.an...@statisticalengineering.com 561-352-9699 http://www.StatisticalEngineering.com ______________________________________________ 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.
