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2025-01-12 00:52:51 +08:00
R Under development (unstable) (2019-01-23 r76006) -- "Unsuffered Consequences"
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> options(na.action=na.exclude) # preserve missings
> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
> library(survival)
>
> #
> # Test out the t-distribution
> #
> # First, a t-dist with 500 df should be nearly identical to the Gaussian
>
> fitig <- survreg(Surv(time, status)~voltage,
+ dist = "gaussian", data = capacitor)
> fit1 <- survreg(Surv(time, status) ~ voltage,
+ dist='t', parms=500, capacitor)
> fitig
Call:
survreg(formula = Surv(time, status) ~ voltage, data = capacitor,
dist = "gaussian")
Coefficients:
(Intercept) voltage
1917.431558 -4.087366
Scale= 314.4748
Loglik(model)= -249.2 Loglik(intercept only)= -258.7
Chisq= 18.97 on 1 degrees of freedom, p= 1.32e-05
n= 64
> summary(fit1, corr=F)
Call:
survreg(formula = Surv(time, status) ~ voltage, data = capacitor,
dist = "t", parms = 500)
Value Std. Error z p
(Intercept) 1918.329 219.536 8.74 < 2e-16
voltage -4.091 0.778 -5.26 1.5e-07
Log(scale) 5.749 0.133 43.12 < 2e-16
Scale= 314
Student-t distribution: parmameters= 500
Loglik(model)= -249.2 Loglik(intercept only)= -258.7
Chisq= 19.01 on 1 degrees of freedom, p= 1.3e-05
Number of Newton-Raphson Iterations: 5
n= 64
>
> # A more realistic fit
> fit2 <- survreg(Surv(time, status) ~ voltage,
+ dist='t', parms=5, capacitor)
> print(fit2)
Call:
survreg(formula = Surv(time, status) ~ voltage, data = capacitor,
dist = "t", parms = 5)
Coefficients:
(Intercept) voltage
1975.155951 -4.315492
Scale= 276.799
Loglik(model)= -250.2 Loglik(intercept only)= -261
Chisq= 21.65 on 1 degrees of freedom, p= 3.27e-06
n= 64
>
> if (FALSE) {
+ resid(fit2, type='response')
+ resid(fit2, type='deviance')
+ resid(fit2, type='working')
+ resid(fit2, type='dfbeta')
+ resid(fit2, type='dfbetas')
+ resid(fit2, type='ldresp')
+ resid(fit2, type='ldshape')
+ resid(fit2, type='ldcase')
+ resid(fit2, type='matrix')
+
+ predict(fit2, type='link')
+ predict(fit2, type='terms')
+ predict(fit2, type='quantile')
+ }
>
> proc.time()
user system elapsed
0.752 0.028 0.782