Dear Terry,
Thanks a lot for your reply. The result of survreg reads like:
Call:
survreg(formula = Surv(end, status) ~ fico_demean, data = raw,
dist = "loglogistic", model = TRUE)
Value Std. Error z p
(Intercept) 2.98365 1.34e-03 2233.2 0.00e+00
fico_demean -0.00183 5.36e-05 -34.2 4.18e-256
Log(scale) -1.41070 2.65e-03 -532.9 0.00e+00
So given your transform the intercept term and log(scale) matches the a and
b respectively - thanks a lot. The effect of fico_demean, however, still
seems not close. I will try to find the K&P book.
Yes, the function which(rnos <= bhaz * exp(dfico[i]*dficoeff))[1] is
identical with min(which(rnos <= bhaz * exp(dfico[i]*dficoeff))), because
the vector of subscription returned by 'which' is always ascending. bhaz is
not a constant but a vector of baseline hazard rate, so 'which' will do a
element by element comparison. If bhaz is a constant, then endtime[i] will
follow a geometric distribution.
I appreciate your help. Thanks a lot.
Jiakai Chen
Terry Therneau wrote:
>
>
> The survreg function uses the location-scale parameterizations found in
> Kalbfleisch and Prentice's book "The statistical analysis of failure time
> data".
> Looking at your code, you are using something different
>
> You K&P
> 1/a lambda
> b gamma
>
> And from K&P: lambda = exp(-alpha), gamma= 1/sigma, where
> alpha = linear predictor from the fit
> sigma = scale factor from the fit
> I would suggest checking out a copy of the book to verify the above.
>
> Second, your method of constructing a random time from the distribution
> is a
> mystery to me. I believe your code is equivalent to
> y <- min(which(runif(n) < constant))
> for any given y (with changing values of the constant).
> This is a value from the geometic distribution.
>
> Terry Therneau
>
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