[R] AFT model
tsn4867
tsn4867 at rice.edu
Tue Mar 17 17:33:08 CET 2009
Hi,
In the package survival, using the function survreg for AFT model, I
only see 4 distributions for the response y: weibull, gaussian,
logistic, lognormal and log-logistic, which correspond to certain
distributions for the error terms. I'm wondering if there is a package
or how to obtain the parameter estimates (the beta's are of great
interest) from the AFT model (maximizing log-likelihood with censored
data as in Klein and Moeschberger book) if we have
1) error ~ Cauchy(0,1)
2) error comes from a contaminated gaussian dist., for example,
density of error, f(x) = 0.9*phi(x, mean=0, sd=1) + 0.1*phi(x, mean=0,
sd=3), where phi(.) is the standard gaussian pdf.
Thank you,
T.N.
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