Dear S-News Readers,
Just trying to confirm the output parameter for a survival curve fitted using
censorReg and an exponential lifespan. An example is as follows:
# Set hazard rate of 0.1
lambda<-0.1
# Generate Exponential distribution of lifetimes
lifetime<-rexp(2500,lambda)
# Fit parametric survival curve
censorReg(censor(lifetime)~1,dist="exponential")
# Results
Call:
censorReg(formula = censor(lifetime) ~ 1, distribution = "exponential")
Distribution: Exponential
Coefficients:
(Intercept)
17.5609
Dispersion (scale) fixed at 1
Log-likelihood: -42354.75
Observations: 2500 Total; 0 Censored
Parameters Estimated: 1
Question:
What is the relationship between the original hazard rate of 0.1 and the fitted
parameter of 17.5609?
Interestingly, it seems to make more sense if a weibull distribution is used:
censorReg(censor(lifetime)~1,dist="weibull")
# Results
Call:
censorReg(formula = censor(lifetime) ~ 1, distribution = "weibull")
Distribution: Weibull
Coefficients:
(Intercept)
2.306047
Dispersion (scale) = 0.9850537
Log-likelihood: -8248.8
Observations: 2500 Total; 0 Censored
Parameters Estimated: 2
The scale is close to 1.0 and the hazard rate of 0.1 is confirmed by
exp(-2.306047).
Any thoughts would be appreciated.
Best Regards
Andrew G Scott
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