Survival Analysis Using SAS®: A Practical Guide

Alternative Distributions

In ordinary linear regression, the assumption of a normal distribution for the disturbance term is routinely invoked for a wide range of applications. Yet PROC LIFEREG allows for four additional distributions for ε: extreme value (2 parameter), extreme value (1 parameter), log-gamma, and logistic. For each of these distributions, there is a corresponding distribution for T:

Distribution of ε	Distribution of T
extreme value (2 par.)	Weibull
extreme value (1 par.)	exponential
log-gamma	gamma
logistic	log-logistic
normal	log-normal

Incidentally, all AFT models are named for the distribution of T rather than the distribution of ε or log T. You might expect that since the logistic and normal lead to the log-logistic and log-normal, ...