GFREG: a computer program for maximum likelihood regression using the Generalized F distribution

A FORTRAN program is described for maximum likelihood estimation within the Generalized F family of distributions. It can be used to estimate regression parameters in a log-linear model for censored survival times with covariates, for which the error distribution may have a great variety of shapes, including most distributions of current use in biostatistics. The optimization is performed by an algorithm based on the generalized reduced gradient method. A stepwise variable search algorithm for covariate selection is included in the program. Output features include: model selection criteria, standard errors of parameter estimates, quantile and survival rates with their standard errors, residuals and several plots. An example based on data from Princess Margaret Hospital, Toronto, is discussed to illustrate the program's capabilities.