[R] survreg's algorithm

[Gad Abraham]

Thomas Lumley wrote:
> On Tue, 16 Oct 2007, Gad Abraham wrote:
> 
>> Gad Abraham wrote:
>>> Hi,
>>>
>>> I'm using survreg() from the survival package for parametric survival
>>> regression (modelling inter-arrival times of patients to a waiting list
>>> as exponentially distributed, with various regressors such as queue size
>>> and season).
>>>
>>> Does anyone know which algorithm survreg() uses for this?
>>>
> 
> It uses the Newton-Raphson algorithm. Since the loglikelihood has a 
> unique maximum it shouldn't really matter which algorithm is being used 
> (for this model -- some of the other models are a bit touchy with small 
> data sets), so perhaps you are asking what estimator survreg() uses?  It 
> uses the maximum likelihood estimator.
> 
>     -thomas


Thanks Simon and Thomas.

Terry Therneau has indeed clarified that it is maximising the 
loglikelihood using Newton-Raphson, as explained in Section 5.7 of 
http://mayoresearch.mayo.edu/mayo/research/biostat/upload/survival.pdf

Cheers,
Gad

-- 
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham