On Fri, Jan 16, 2009 at 3:31 PM, Mattias Brännström <mattias.brannst...@tt.luth.se> wrote: > Thank you, David! > > I agree and apprechiate your analysis, which definitely will influence my > analysis of this data, but still I would like you to disregard from it(!) > > The standard routine in the field is, beyond my control, to assume > lognormal distribution to achieve comparable results also with other > materials (comparison is made on COV). For that reason I have to use it, > even if it is not statistically defendable for this particular data. > > So, if I rephrase the question to be (more general): > How would you fit a lognormal distribution to the lower 10% tail of the > data (assuming it was lognormal)? What functions to use?
Mattias, it is not clear (to me) what you mean by "fit a lognormal distribution to the 10%-lower tail of the attached data" (and what is COV?). However, a guess is that you really mean what you say, so I tried to right-censor your data at the 10% quantile (33.4134, Type I censoring) and fit the resulting data to a lognormal distribution. The fit was fairly good, as can be seen by comparing the fitted cumulative hazard function to the corresponding non-parametric one (the Nelson-Aalen estimator): > cc <- read.table(.... > v1 <- ifelse(cc$V1 <= 33.4134, cc$V1, 33.4134) > event <- as.numeric(cc$V1 <= 33.4134) > library(eha) Loading required package: survival Loading required package: splines > fit.ln <- phreg(Surv(v1, event) ~ 1, dist = "lognormal") > fit.cox <- coxreg(Surv(v1, event) ~ 1) > check.dist(fit.cox, fit.ln)# Gives you a plot > summary(fit.ln) Call: phreg(formula = Surv(v1, event) ~ 1, dist = "lognormal") Covariate Coef Exp(Coef) se(Coef) Wald p log(scale) 3.943 51.597 0.053 0.000 log(shape) 1.089 2.970 0.101 0.000 Events 70 Total time at risk 22998 Max. log. likelihood -401.38 Is this maybe what you are looking for? HTH (!) Göran > Best regards, > Mattias > > ______________________________________________ > 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. > > -- Göran Broström ______________________________________________ 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.
