topic Parameters of generalized gamma distribution - proc LIFEREG in Statistical Procedures

Parameters of generalized gamma distribution - proc LIFEREG

coralie — Fri, 13 Jul 2012 15:27:36 GMT

Hello everyone,

I did a proc lifereg using the generalized gamma distribution, as follow :

proc lifereg data=survival.data;

class treatment;

model timedays*death(0)=treatment/dist=gamma;

run;

I want to identify the 3 parameters of the generalized gamma distribution. I know this distribution has one scale parameter and two scales parameters, but how can I calculate them using the output ?

Here is what I get in the output :

The LIFEREG Procedure

Analysis of Maximum Likelihood Parameter Estimates

Standard 95% Confidence Chi-

Parameter DF Estimate Error Limits Square Pr > ChiSq

Intercept 1 7.3382 0.0799 7.1815 7.4949 8425.03 <.0001

treatment 0 0 0.0000 . . . . .

Scale 1 0.4830 0.3039 0.1407 1.6581

Shape 1 1.5785 1.0907 -0.5593 3.7163

Thank you very much for your help.

Re: Parameters of generalized gamma distribution - proc LIFEREG

RodS — Thu, 24 May 2018 22:34:41 GMT

I'm having a similar issue. In particular, given the parameterization as in the file linked below, I want to calculate the expected value, but I can't work out the values of alpha, beta, and gamma from the intercept, scale, and shape estimates.

PDF and E(X)

Thanks!

Re: Parameters of generalized gamma distribution - proc LIFEREG

Rick_SAS — Fri, 25 May 2018 13:51:20 GMT

I don't know the answer without research, but I recall that Joseph Gardiner gave a 2012 paper about PROC LIFEREG in which he discusses the various distributions. See

"Modeling heavy-tailed distributions in healthcare utilization by parametric and Bayesian methods"

HTH.

Re: Parameters of generalized gamma distribution - proc LIFEREG

RodS — Tue, 29 May 2018 21:18:54 GMT

Hi, thanks for the reply and the reference. Unfortunately, in his table of distributions he includes the PDF and expected value formulae only for the common two-parameter gamma distribution.

Best,

Rod