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From |
Michael McCulloch <mm@pinest.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: simulation of survival datasets in Stata |

Date |
Mon, 10 Mar 2008 09:33:07 -0700 |

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 epw@mail.med.upenn.edu http://mail.med.upenn.edu/~epw/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: simulation of survival datasets in Stata***From:*Michael McCulloch <mm@pinest.org>

**Re: st: simulation of survival datasets in Stata***From:*"E. Paul Wileyto" <epw@mail.med.upenn.edu>

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