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AW: st: Weibull


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   AW: st: Weibull
Date   Sun, 8 Mar 2009 15:49:40 +0100

<> 

I think you can economize on lines here:


*************
capture program drop wsim
program define wsim
	version 9.2
	syntax [, obs(integer 1) lambda(real 0.8) gamma(real 0.4) ]
	drop _all
	set obs `obs'
	tempvar time event
	gen `time' = ((log(1-uniform()))/-`lambda')^(1/`gamma')
	summarize `time', mean
end
simulate time=r(mean), reps(1000): wsim, obs(100)
gen event= time< 5
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Muhammad Riaz
Gesendet: Sonntag, 8. März 2009 15:45
An: [email protected]
Betreff: Re: st: Weibull

Hi Nikolaos,
You might have sorted out your simulation from weibull, I just managed to
write the codes given below: I thought it may help to thread it here  in
connection to your  query  for simulation from weibull and get further
advices from others.

 
capture program drop wsim
program define wsim, rclass
version 9.2
syntax [, obs(integer 1) lambda(real 0.8) gamma(real 0.4) ]
drop _all
set obs `obs'
tempvar time event
gen `time' = ((log(1-uniform()))/-`lambda')^(1/`gamma')
summarize `time'
return scalar mean = r(mean)

end
simulate time=r(mean) , reps(1000): wsim, obs(100)
gen event= time< 5

HTH

Muhammad Riaz   

--- On Mon, 3/2/09, Nikolaos Pandis <[email protected]> wrote:

From: Nikolaos Pandis <[email protected]>
Subject: Re: st: Weibull
To: [email protected]
Date: Monday, March 2, 2009, 9:48 PM

Dear Bobby,
 
Thank you very much for the posting. 
 
I have the previous version of the book on survival analysis with Stata that
you have coauthored with M. Cleves and W. Gould. Any sections in there that
will help me with the current problem?
 
Best wishes,
 
Nikolaos

--- On Mon, 3/2/09, Roberto G. Gutierrez, StataCorp <[email protected]>
wrote:


From: Roberto G. Gutierrez, StataCorp <[email protected]>
Subject: Re: st: Weibull
To: [email protected]
Date: Monday, March 2, 2009, 6:15 PM


Nikolaos Pandis <[email protected]> asks:

> I would like to generate continuous data for two groups for which I would
> like to evaluate whether there is a difference between their means (I
could
> use use a t-test). I would like to be able to set the mean and sd of the
two
> groups. The data would represent bond failure strength (in MPa) of two
> different materials (the 2 groups).

> Additionally, I would like to generate data for the same experiment that
> follows the Weibull distribution and compare the two groups.

> It is of interest to see the results of the analysis on the data under the
> ttest analysis and under an analysis suitable for the Weibull
distribution.
> The objective is to show how different analyses of similar data might
point
> to different results, and the importance of selecting the correct
> distribution and analysis.

Nikolaos has already received some very good advice, to which I would only
add
that I have written the routine -gengammareg- available via  

   . findit gengammareg

-gengammareg- generates data from gamma regression as implemented by
-streg-,
but also includes as special cases the exponential, Weibull and lognormal
distributions; see -help gengammareg- after installing.

The two-sample test Nikolaos describes can be retooled as regression on a 
dummy variable, allowing the use of -gengammareg- here.

--Bobby
[email protected]
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*   http://www.ats.ucla.edu/stat/stata/


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*   http://www.stata.com/support/statalist/faq
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