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Fitting a General Family of Failure‐Time Distributions Using Glim

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  • D. G. Clayton

Abstract

An approximate likelihood is described which allows the fitting of a very general family of failure time distributions to censored data, using GLIM. The family of distributions represents some transformation of the hazard function by a polynomial. Extensions to the basic method to allow two failure time distributions to be compared using (a) the constant hazard ratio model, and (b) the accelerated failure model are described. Finally, it is shown that the general proportional hazards regression model for location shift may also be fitted in GLIM when the hazard function is fitted by a polynomial series.

Suggested Citation

  • D. G. Clayton, 1983. "Fitting a General Family of Failure‐Time Distributions Using Glim," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 102-109, June.
    • Handle: RePEc:bla:jorssc:v:32:y:1983:i:2:p:102-109
    DOI: 10.2307/2347288
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