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|
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, ...