Weibull function in Excel
I have a survival dataset (see below). I want to fit to Weibull function S(t)=EXP(-alpha*Time^gamma). If I use Excel Solver, alpha=0.00367 and gamma=2.32. If I use a method tranforming probability to Ln(Ln(1/S(t)) which will be a linear function of Ln (t). But I got a different alpha and gamma. When I compared two alphas adn gammas, the Solver results had a better goodness of fit. What is the problem? THanks Month Probability of survival 0 1 1 1 2 0.92 3 0.90 4 0.88 5 0.83 6 0.76 7 0.74 8 0.69 9 0.57 10 0.48 11 0.39 12 0.27 13 0.27 14 0.13
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Utf
6/5/2010 1:44:21 AM
excel.worksheet.functions
4936 articles. 
2 followers.
3 Replies
2637 Views
Barbo - > What is the problem? < There is no problem. You should expect a difference. Your Solver method (which I prefer) minimizes sum of squared deviations between actual S and fitted S. The other method uses transformed values, so it does not yield a better fit. (Excel's trendline features use transformations to fit the logarithmic, power, and exponential functions. The approach appears to be a computational convenience. Better fits are obtained using Solver.) - Mike http://www.MikeMiddleton.com Mike@DecisionToolworks.com "Barbo" <Barbo@discussions.microsoft.com> wrote in message news:CFCE454F-D077-4526-BFE5-66902FFE0A12@microsoft.com... > I have a survival dataset (see below). I want to fit to Weibull function > S(t)=EXP(-alpha*Time^gamma). If I use Excel Solver, alpha=0.00367 and > gamma=2.32. If I use a method tranforming probability to Ln(Ln(1/S(t)) > which > will be a linear function of Ln (t). But I got a different alpha and > gamma. > When I compared two alphas adn gammas, the Solver results had a better > goodness of fit. What is the problem? THanks > > Month Probability of survival > 0 1 > 1 1 > 2 0.92 > 3 0.90 > 4 0.88 > 5 0.83 > 6 0.76 > 7 0.74 > 8 0.69 > 9 0.57 > 10 0.48 > 11 0.39 > 12 0.27 > 13 0.27 > 14 0.13 >
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Mike
6/5/2010 3:36:07 AM
Hi Mike, thanks for the reply. So if I want to find a function with best fit, adding a trendline is not an proper method. I got the weibull function estimates from someone else and then try to replicate the results in Excel. When I used Solver, most of the time I can get the parameter estimates with the best fit. I was told there is no feasible solution. How to properly use Solver? Thanks Barbo "Mike Middleton" wrote: > Barbo - > > > What is the problem? < > > There is no problem. You should expect a difference. > > Your Solver method (which I prefer) minimizes sum of squared deviations > between actual S and fitted S. > > The other method uses transformed values, so it does not yield a better fit. > > (Excel's trendline features use transformations to fit the logarithmic, > power, and exponential functions. The approach appears to be a computational > convenience. Better fits are obtained using Solver.) > > - Mike > http://www.MikeMiddleton.com > Mike@DecisionToolworks.com > > > "Barbo" <Barbo@discussions.microsoft.com> wrote in message > news:CFCE454F-D077-4526-BFE5-66902FFE0A12@microsoft.com... > > I have a survival dataset (see below). I want to fit to Weibull function > > S(t)=EXP(-alpha*Time^gamma). If I use Excel Solver, alpha=0.00367 and > > gamma=2.32. If I use a method tranforming probability to Ln(Ln(1/S(t)) > > which > > will be a linear function of Ln (t). But I got a different alpha and > > gamma. > > When I compared two alphas adn gammas, the Solver results had a better > > goodness of fit. What is the problem? THanks > > > > Month Probability of survival > > 0 1 > > 1 1 > > 2 0.92 > > 3 0.90 > > 4 0.88 > > 5 0.83 > > 6 0.76 > > 7 0.74 > > 8 0.69 > > 9 0.57 > > 10 0.48 > > 11 0.39 > > 12 0.27 > > 13 0.27 > > 14 0.13 > > > . >
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Utf
6/5/2010 1:51:03 PM
Barbo - > How to properly use Solver? < Solver's success with nonlinear functions may depend on the initial values for the changing cells. For simple functions, like the Weibull, you may have some idea of reasonable initial values. - Mike http://www.MikeMiddleton.com Mike@DecisionToolworks.com "Barbo" <Barbo@discussions.microsoft.com> wrote in message news:BD2F239D-B24A-49BD-9274-B09576D1F741@microsoft.com... > Hi Mike, thanks for the reply. So if I want to find a function with best > fit, > adding a trendline is not an proper method. > > I got the weibull function estimates from someone else and then try to > replicate the results in Excel. When I used Solver, most of the time I can > get the parameter estimates with the best fit. I was told there is no > feasible solution. How to properly use Solver? Thanks > > Barbo > > > "Mike Middleton" wrote: > >> Barbo - >> >> > What is the problem? < >> >> There is no problem. You should expect a difference. >> >> Your Solver method (which I prefer) minimizes sum of squared deviations >> between actual S and fitted S. >> >> The other method uses transformed values, so it does not yield a better >> fit. >> >> (Excel's trendline features use transformations to fit the logarithmic, >> power, and exponential functions. The approach appears to be a >> computational >> convenience. Better fits are obtained using Solver.) >> >> - Mike >> http://www.MikeMiddleton.com >> Mike@DecisionToolworks.com >> >> >> "Barbo" <Barbo@discussions.microsoft.com> wrote in message >> news:CFCE454F-D077-4526-BFE5-66902FFE0A12@microsoft.com... >> > I have a survival dataset (see below). I want to fit to Weibull >> > function >> > S(t)=EXP(-alpha*Time^gamma). If I use Excel Solver, alpha=0.00367 and >> > gamma=2.32. If I use a method tranforming probability to Ln(Ln(1/S(t)) >> > which >> > will be a linear function of Ln (t). But I got a different alpha and >> > gamma. >> > When I compared two alphas adn gammas, the Solver results had a better >> > goodness of fit. What is the problem? THanks >> > >> > Month Probability of survival >> > 0 1 >> > 1 1 >> > 2 0.92 >> > 3 0.90 >> > 4 0.88 >> > 5 0.83 >> > 6 0.76 >> > 7 0.74 >> > 8 0.69 >> > 9 0.57 >> > 10 0.48 >> > 11 0.39 >> > 12 0.27 >> > 13 0.27 >> > 14 0.13 >> > >> . >>
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Mike
6/5/2010 11:19:02 PM
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EXCEL.exe
I can not open excel get dr watson err. but if I login admin it work. ------------------------------------------------ ~~ Message posted from http://www.ExcelTip.com/ ~~View and post usenet messages directly from http://www.ExcelForum.com/ ~~Now Available: Financial Statements.xls, a step by step guide to creating financial statements See the suggestions at www.cpearson.com/excel/startuperrors.htm , specifically the one about removing the customized toolbar file. -- Cordially, Chip Pearson Microsoft MVP - Excel Pearson Software Consulting, LLC www.cpearson.com "slukas" <...
working with excel and other program
hi, We basically feed the data in excel sheet from other application (business objects) . The data that we enter is purely numbers. however we need to move up and down between two applications. To move in Business objects i have to click in the application and then agin to enter that data in excel i have to click in excel sheet.............we enter huge amout of data and this is time consuming. could u please let me know if it is possible to move in both the application without clicking . In other words can we have two application active at the same time, may be in mouse hover can...
Excel graph
How do I create a line graph showing the means and standard deviations for a series of measures. I would like the line to connect the mean scores, and have an error variance bar above & below each mean to show the sd. ...
Consistent function of Utilities logon screen when applying hotfix
When our users attempt to install a hotfix roll-up, when they are logging into Dynamic Utilities for the first time, the user interface is very touchy. What I mean is that they must click the username field and then type. Then, they must use the mouse again to click the password field and type. Then, they must click the OK button. If they try to use backspace, enter key, tab key, etc., extra characters are inserted. The only way that they can "edit" their username and password information during logon is to use the mouse to highlight and the type over the information. ...
Conditional Formatting in Excel Help Please.....
Newbie to VBA I need to use Conditional Formatting to format a range of cells to have Wheat background and Red text (Bold) if a text string is contained in each cell. For example, all cells in a range that contain the text string "LLC" or "Inc" or "Corp" or "Corporation" or "Company" , etc. If cell E2 contains Acme, LLC I need to give that cell (E2) the condition formatting If cell E3 contains John Brown That cell does not get the condition formatting If cell E4 contains Joe's Pool Hall, Inc Cell E4 gets the condition formatting Thanks ...
IF Function Problem
Hello All, I am using Office XP and have the following problem I have a worksheet which uses lookup to extract names from range name Codes as follows Col O=IF(ISNA(VLOOKUP(D2,CODES,6,FALSE)),"",(VLOOKUP(D2,CODES,6,FALSE))) I wish to add another IF condition to the above formula to test that: If Col D2 = EGSP AND Col A = date greater than or equal to 15-Nov-2005 then it should display the name as 'Jack' otherwise 'James'. All other values should remain unchanged Thanks a lot Rashid =IF(D2="EGSP",IF(A2>=--"2005-11-15","Jack",&q...