weibreg: Weibull regression model for duration data

In micsr: Microeconometrics with R

Weibull regression model for duration data

Description

The Weibull model is the most popular model for duration data. This function enables the estimation of this model with two alternative (but equivalent) parametrization: the Accelerate Failure Time and the Proportional Hazard. Moreover heterogeneity can be introduced, which leads to the Gamma-Weibull model

Usage

weibreg(
  formula,
  data,
  weights,
  subset,
  na.action,
  offset,
  contrasts = NULL,
  model = c("aft", "ph"),
  opt = c("bfgs", "newton", "nr"),
  start = NULL,
  maxit = 100,
  robust = TRUE,
  trace = 0,
  mixing = FALSE,
  check_gradient = FALSE,
  ...
)

gres(x)

## S3 method for class 'weibreg'
scoretest(object, ..., vcov = NULL)

Arguments

formula	a symbolic description of the model
data	a data frame
subset, weights, na.action, offset, contrasts	see stats::lm,
model	one of "aft" or "ph"
opt	the optimization method
start	a vector of starting values
maxit	maximum number of iterations
robust	a boolean if TRUE, the log of the shape and the variance parameters are estimated
trace	an integer
mixing	if TRUE, the Gamma-Weibull model is estimated
check_gradient	if TRUE the numeric gradient and hessian are computed and compared to the analytical gradient and hessian
...	further arguments
x, object	a weibreg object
vcov	the covariance matrix estimator to use for the score test

Value

an object of class c("weibreg", "micsr"), see micsr::micsr for further details.

Examples

library(survival)
wz <- weibreg(Surv(duration, censored == "no") ~ gender + age + log(wage + 1),
         unemp_duration, mixing = TRUE, model = "ph")

micsr documentation built on June 8, 2025, 9:31 p.m.