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Re: AW: st: Weibull


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   Re: AW: st: Weibull
Date   Sun, 8 Mar 2009 18:59:54 +0100

<>

Nikolaos : Also note -ssc desc rnd-. This package has only partially been rendered obsolete by the addtion of new random number functions in Stata 10.1...


HTH
Martin
_______________________
----- Original Message ----- From: "Nikolaos Pandis" <[email protected]>
To: <[email protected]>
Sent: Sunday, March 08, 2009 6:53 PM
Subject: Re: AW: st: Weibull


Dear Muhammad and Martin,

Your emails are greatly appreciated.
The objective is to create 4 different columns (variables) with data conforming to the Weibull distribution ( timevar1, eventvar1/ timevar2, eventvar2) and then test to see whether there is a statistical difference between the two weibull variables regarding the events in conjunction with time . Then use exactly the same dataset, count the events for the two different groups and see if there is a difference (chi2) when analysing them without taking in account the time information. The aim would be to show how the results of the analysis might differ when using the two different ways to analyse the same data.

I would like to generate weibull data with different parameters and redo the above tests, and finally graph them.

Any assistance would be appreciated since this is unfamiliar territory for me.

Also the code you have posted says version 9.2-is this from an older Stata version? I am producing gamma distribution or weibull with the code you have created?

Thank you so much for taking the time to read and respond to my emails.

Best wishes,

Nikolaos

--- On Sun, 3/8/09, Martin Weiss <[email protected]> wrote:


From: Martin Weiss <[email protected]>
Subject: AW: st: Weibull
To: [email protected]
Date: Sunday, March 8, 2009, 4:49 PM



<>

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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