Weighted least squares fit in parametric survival models

DESCRIPTION:

Weighted least squares fit in parametric survival models.

USAGE:

censorReg.wfit(x, y, w, method, parameter.fixed=NULL, ...) 

REQUIRED ARGUMENTS:

x
the design matrix.
y
the response vector. This is a function of the response, the fit, and the model derivatives.
w
the weight vector. This is a function of the observation weights and the model derivatives.
method
method for the linear solver. "qr" is usual.

OPTIONAL ARGUMENTS:

parameter.fixed
A vector indicating the columns in x that are fixed.
...

VALUE:

list of values from the weighted least squares fit.

DETAILS:

This is almost exactly the same routine as lm.wfit. The fact that the weights in the raw model are actually frequencies while the weights in censorReg.wfit can be negative required some changes in the computations.

SEE ALSO:

EXAMPLES:

This is an internal routine not usually called directly by users.