07-13-2012 11:27 AM
I did a proc lifereg using the generalized gamma distribution, as follow :
proc lifereg data=survival.data;
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.
05-24-2018 06:34 PM
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.
05-25-2018 09:51 AM
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
05-29-2018 05:18 PM
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.