Re: st: simulation of survival datasets in Stata

[Enzo Coviello <enzo.coviello@alice.it>]

I would add to the very useful reply of Paul a 
reference whose reading my be of some practical help:

-Generating survival times to simulate Cox proportional hazards model-
Stat in Med 2005; 24: 1713-1723

Best wishes.

Enzo


At 13.20 10/03/2008, you wrote:

> You need to simulate time-to-event followed by 
> censoring.  The easiest is exponential or Weibull.
> Weibull is :
> S=exp(-lambda*t^p)
> where lambda is the hazard ratio:
> lambda=exp(sum beta x)
>
> beta_0 is a constant reflecting the baseline 
> hazard.  beta_1 ... reflect the effects of covariates.
> p is the Weibull shape parameter (positive 
> number), and if valued p=1 reduces to exponential.
>
> Generate lambda with hazard ratio 1.9 for drug treatment (0,1):
>
> - lambda=-2.5+ln(1.9)*drug -
>
> To simulate time-to-event, substitute the random 
> unit variate R for S, and solve for t.
> t=(-ln(R)/lambda)^(1/p)
>
> or in Stata:
>
> - gen t=(-ln(uniform())/lambda)^(1/p) -
>
> Some of the t values will be very large, and you 
> will need a censoring variable to reflect the end of study (say 90 days).
> - gen fail=1 -
> - replace fail=0 if t>90 -
> - replace t=90 if t>90 -
>
>
> Then, look at your handiwork-
> - stset t, fail(fail) -
> - sts graph, by(drug) -
> - stcox drug -
>
> Paul
>
>
>
>
>
>
>
> Michael McCulloch wrote:
>
> > Hello Statalist members,
> > I'm seeking examples of simulation of survival 
> > datasets in Stata. Can anyone point me in the 
> > right direction? My goal is to simulate a 
> > dataset to validate a Stata survival program I've written.
> >
> > Thank you.
> --
> E. Paul Wileyto, Ph.D.
> Assistant Professor of Biostatistics
> Tobacco Use Research Center
> School of Medicine, U. of Pennsylvania
> 3535 Market Street, Suite 4100
> Philadelphia, PA  19104-3309
>
> 215-746-7147
> Fax: 215-746-7140
> epw@mail.med.upenn.edu
> http://mail.med.upenn.edu/~epw/
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Enzo Coviello
Unit� di Epidemiologia e Statistica ASL BARI
Piazza V.  Emanuele 14
70054 Giovinazzo (Bari)
Italy
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