The following R code may be used for computing likelihood based confidence intervals for the hazard function of an Accelerated Failure Time model. The code computes the likelihood based confidence intervals for failure times that follow either a Weibull or lognormal distribution.
Definition of the hazard function
The hazard function (or hazard rate) at time t is given by:
where f(·) is the probability density function of the failure times, and S(·) the survival function. Continue reading R code for constructing likelihood based confidence intervals for the hazard function