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.
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.
Thanks!
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.
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
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