matrix of failure times or censoring intervals. Except for interval censored
or counting data, this has only a single column. For interval censoring or
counting data, the first column contains the start times, while the second
column contains the end times for the interval.
censor.codes
vector of censor codes. These are:
1 exact failure
2 right censored
3 left censored
4 interval censored
xmat
the model design matrix.
case.weights
numeric vector of case weights (frequencies).
distribution
character string specifying the model distribution. This may be
"extreme",
"gaussian",
or
"logistic".
link
character string specifying the link function.
This may be
"log"
or
"identity".
OPTIONAL ARGUMENTS:
initial
numeric vector of initial values for the linear model parameters and scale.
(The scale parameter is last.)
offset
numeric vector supplying the offset.
This term is subtracted from the transformed
(via
link) response
and truncations times prior to fitting the model.
parameter.fixed
a vector of boolean values.
If the i-th value is
TRUE,
then the i-th parameter is fixed at the initial value.
intercept
a logical value, if
TRUE an intercept
term is included in the model.
fixed
the values of the fixed parameters.
control
the list object returned by
censorReg.control.
See
censorReg.control for the components.
YT.Y
numeric matrix of truncation intervals, if any.
YT.codes
numeric vector of truncation codes, if any, with the same coding as
censor.codes.
VALUE:
a list containing the results of fitting the model.
DETAILS:
A Fletcher-Powell algorithm is used in model fitting. The basic estimation
code comes from W. Q. Meeker and is described in Meeker and Duke (1981) which
details a program named CENSOR. Recently, W. Q. Meeker has refined the
estimation algorithms, making them more general and stable (personal
communication).
REFERENCES::
Meeker, W. Q. and Duke, S. D. (1981).
CENSOR - A User-Oriented Computer Program for Life Data Analysis.
The American Statistician,35, 112.
SEE ALSO:
,
.
EXAMPLES:
This is an internal routine that is not usually called by users.