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Accelerated Failure Time (AFT) models

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11 Sep 2012 (Updated )

Fits accelerated failure time models in the presence of right and/or left censoring.

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Description

The “aft” function fits models of the form:

 Y=log(T)=g0+g1*Z1+g2*Z2+...+sigma*epsilon

where usually T is a time to event variable and g0, g1, ... and sigma are to be estimated. Since T is a time to event variable censoring might be involved. The “aft” function deals with possibly right and/or left censored data. With "sigma" we denote the scale parameter, and the regression coefficients are denoted by vector g=[g0 g1 g2...]. The covariates are denoted with Z1, Z2, ...

The distribution of "epsilon" defines the distribution of T. The user can specify this distribution using one of the following available options:
Exponential, Weibull, Log-normal, Log-logistic, Generalized Gamma.

The “aft” routine is supposed to be a MATLAB alternative to proc lifereg of SAS, or survreg of R. However the “aft” has less options.

Acknowledgements

Fminsearchbnd, Fminsearchcon and Adaptive Robust Numerical Differentiation inspired this file.

Required Products Optimization Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.10 (R2010a)
Other requirements John D'Errico's tools "fminsearchbnd" and "Adaptive Robust Numerical Differentiation" are required. The user can use either "fminsearchbnd" or fmincon.
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Updates
12 Sep 2012

Just deleted an unnecessary m.file which was forgotten in there. No changes at all.

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