Censored Weibull regression model {Rfast2}

Censored Weibull regression model

Description

Censored Weibull regression model.

Usage

censweib.reg(y, x, di, tol = 1e-07, maxiters = 100)

Arguments

y

The dependent variable; a numerical vector with strictly positive data, i.e. greater than zero.

x

A matrix with the data, where the rows denote the samples (and the two groups) and the columns are the variables. This can be a matrix or a data.frame (with factors).

di

A vector with 1s and 0s indicating the censored value. The value of 1 means uncesored value, whereas the value of 0 means censored value.

tol

The tolerance value to terminate the Newton-Raphson algorithm.

maxiters

The max number of iterations that can take place in each regression.

Details

The function is written in C++ and this is why it is very fast. No standard errors are returned as they are not corectly estimated. We focused on speed.

Value

When full is FALSE a list including:

iters

The iterations required by the Newton-Raphson.

loglik

The log-likelihood of the model.

shape

The shape parameter of the Weibull regression.

be

The regression coefficients.

Author(s)

Michail Tsagris and Stefanos Fafalios.

R implementation and documentation: Michail Tsagris [e-mail] and Stefanos Fafalios [e-mail].

References

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

See Also

censweibull.mle, km, gumbel.reg

Examples

## Not run: 
x <- matrix(rnorm(100 * 2), ncol = 2)
y <- rexp(100, 1)
di <- rbinom(100, 1, 0.8)
mod <- censweib.reg(y, x, di)
x <- NULL

## End(Not run)