weibreg: Weibull Regression

In goranbrostrom/eha: Event History Analysis

Weibull Regression

Description

Proportional hazards model with baseline hazard(s) from the Weibull family of distributions. Allows for stratification with different scale and shape in each stratum, and left truncated and right censored data.

Usage

weibreg(
  formula = formula(data),
  data = parent.frame(),
  na.action = getOption("na.action"),
  init,
  shape = 0,
  control = list(eps = 1e-04, maxiter = 10, trace = FALSE),
  singular.ok = TRUE,
  model = FALSE,
  x = FALSE,
  y = TRUE,
  center = TRUE
)

Arguments

formula	a formula object, with the response on the left of a ~ operator, and the terms on the right. The response must be a survival object as returned by the Surv function.
data	a data.frame in which to interpret the variables named in the formula.
na.action	a missing-data filter function, applied to the model.frame, after any subset argument has been used. Default is options()$na.action.
init	vector of initial values of the iteration. Default initial value is zero for all variables.
shape	If positive, the shape parameter is fixed at that value (in each stratum). If zero or negative, the shape parameter is estimated. If more than one stratum is present in data, each stratum gets its own estimate.
control	a list with components eps (convergence criterion), maxiter (maximum number of iterations), and silent (logical, controlling amount of output). You can change any component without mention the other(s).
singular.ok	Not used.
model	Not used.
x	Return the design matrix in the model object?
y	Return the response in the model object?
center	Deprecated, and not used. Will be removed in the future.

Details

The parameterization is the same as in coxreg and coxph, but different from the one used by survreg. The model is

h(t; a, b, \beta, z) = (a/b) (t/b)^{a-1} exp(z\beta)

This is in correspondence with Weibull. To compare regression coefficients with those from survreg you need to divide by estimated shape (\hat{a}) and change sign. The p-values and test statistics are however the same, with one exception; the score test is done at maximized scale and shape in weibreg.

This model is a Weibull distribution with shape parameter a and scale parameter b \exp(-z\beta / a)

Value

A list of class c("weibreg", "coxreg") with components

coefficients	Fitted parameter estimates.
var	Covariance matrix of the estimates.
loglik	Vector of length two; first component is the value at the initial parameter values, the second componet is the maximized value.
score	The score test statistic (at the initial value).
linear.predictors	The estimated linear predictors.
means	Means of the columns of the design matrix.
w.means	Weighted (against exposure time) means of covariates; weighted relative frequencies of levels of factors.
n	Number of spells in indata (possibly after removal of cases with NA's).
events	Number of events in data.
terms	Used by extractor functions.
assign	Used by extractor functions.
wald.test	The Wald test statistic (at the initial value).
y	The Surv vector.
isF	Logical vector indicating the covariates that are factors.
covars	The covariates.
ttr	Total Time at Risk.
levels	List of levels of factors.
formula	The calling formula.
call	The call.
method	The method.
convergence	Did the optimization converge?
fail	Did the optimization fail? (Is NULL if not).
pfixed	TRUE if shape was fixed in the estimation.

Warning

The print method print.weibreg doesn't work if threeway or higher order interactions are present.

Note further that covariates are internally centered, if center = TRUE, by this function, and this is not corrected for in the output. This affects the estimate of \log(scale), but nothing else. If you don't like this, set center = FALSE.

Note

This function is not maintained, and may behave in unpredictable ways. Use phreg with dist = "weibull" (the default) instead! Will soon be declared deprecated.

Author(s)

Göran Broström

See Also

phreg, coxreg, print.weibreg

Examples

 dat <- data.frame(time = c(4, 3, 1, 1, 2, 2, 3),
                status = c(1, 1, 1, 0, 1, 1, 0),
                x = c(0, 2, 1, 1, 1, 0, 0),
                sex = c(0, 0, 0, 0, 1, 1, 1))
 weibreg( Surv(time, status) ~ x + strata(sex), data = dat) #stratified model

goranbrostrom/eha documentation built on June 19, 2024, 1:39 a.m.