Programming the statistical procedures from SAS

Parameters of generalized gamma distribution - proc LIFEREG

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Parameters of generalized gamma distribution - proc LIFEREG

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.

New Contributor
Posts: 2

Re: Parameters of generalized gamma distribution - proc LIFEREG

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!

 

SAS Super FREQ
Posts: 4,239

Re: Parameters of generalized gamma distribution - proc LIFEREG

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.

New Contributor
Posts: 2

Re: Parameters of generalized gamma distribution - proc LIFEREG

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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