I am trying to fit generalized linear model for weibull family, but when I try it in R, it gives an error. I know that weibull does not fit in exponential family, but I have read some research articles about fitting GLM for weibull family. If anyone can help me with this, I really appreciate. It gives the following error.
> data(lung) > glm(time ~ age+sex+ph.ecog+ wt.loss, family = weibull(link='log'), data = lung) Error in glm(time ~ age + sex + ph.ecog + wt.loss, family = weibull(link = "log"), : could not find function "weibull"