On Tue, 23 Feb 1999, Chung-chi Chang wrote:
> I tried to do the estimation from cox proportional hazards models
> by specifying the baseline intensity follows "Weibull" forms.
> I don't see "coxph" codes in s-plus can do that, can't it? Or I have
> to use "survreg" to find the scale parameter of the Weibull on
> baseline intensity function?
The Cox proportional hazards model (note `Cox' is capitalized: he is a
living person) assumes a non-parametric baseline hazard. The Weibull model
is also a proportional hazard model and can be fitted by survreg, but you
will need to transform the coefficients to PH form: see Venables & Ripley
for worked examples. The coefficients will be different when you assume
a Weibull or non-parametric baseline hazard.
For information, Sir David Cox is (more or less) on record as saying that
he gave too little emphasis to parametric survival models in that
record-cited 1972 paper.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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