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Re: st: simulation of survival datasets in Stata
Thank you Paul for the excellent examples. I'm proceeding to learn
how to do this.
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
[email protected]
http://mail.med.upenn.edu/~epw/
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