Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: simulation of survival datasets in Stata


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index