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Accelerated Failure Time (AFT) models

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Accelerated Failure Time (AFT) models



11 Sep 2012 (Updated )

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

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The “aft” function fits models of the form:


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.


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

Required Products Optimization Toolbox
Statistics and Machine Learning 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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12 Sep 2012 1.2

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

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