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Re: st: RE: generating data from AFT survival models with frailty. Feiveson, Alan H. (JSC-SK311) (Wed Mar 16 11:10:17 2011)
From
Antoine Terracol <[email protected]>
To
[email protected]
Subject
Re: st: RE: generating data from AFT survival models with frailty. Feiveson, Alan H. (JSC-SK311) (Wed Mar 16 11:10:17 2011)
Date
Wed, 16 Mar 2011 23:08:21 +0100
Hi Albert,
you can generate a gamma variate with -rgamma()-
to draw from a Weibull distribution, you can use this bit of code:
cap prog drop draweib
program define draweib
syntax newvarlist [if] [in] , LAmbda(string) ALpha(string) [double]
tokenize "`varlist'"
while "`1'"!="" {
tempname vlambda
tempvar `vlambda'
gen `vlambda' = exp(ln(`lambda')/`alpha')
g `double' `1' =((log(1/uniform()))^(1/`alpha'))/`vlambda' `if' `in'
mac shift
}
end
so, to simulate data from a weibull with gamma frailty, you could
clear
set obs 1000
generate frailty=rgamma(1,1)
drawnorm x1 x2
draweib t, alpha(.75) lambda(exp(1+x1+x2)*frailty)
and estimate the model with
stset t
streg x1 x2, dist(weib) frailty(gamma) nohr
You could of course censor the durations as you see fit, and change the
-stset- declaration accordingly.
To draw from an exponential, jut use alpha(1) in -draweib-
Since the weibull/exponential are both PH and AFT you can choose
whatever metric you like, , the coefficients in the AFT metric beeing
equal to -(coeff in PH metric)/alpha
I'm sure it's also possible to simulate from log-normals and
log-logistics with frailty as well, but I have no code to implement it...
Antoine
On 16/03/2011 19:58, Albert Navarro wrote:
Thank you very much, Alan. Do you know any paper/document where it is implemented in a particular model?
Albert Navarro
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