Simulating complex survival data

Michael J. Crowther () and Paul C. Lambert ()
Additional contact information
Michael J. Crowther: University of Leicester
Paul C. Lambert: University of Leicester

Stata Journal, 2012, vol. 12, issue 4, 674-687

Abstract: Simulation studies are essential for understanding and evaluating both current and new statistical models. When simulating survival times, one often assumes an exponential or Weibull distribution for the baseline hazard function, with survival times generated using the method of Bender, Augustin, and Blettner (2005, Statistics in Medicine 24: 1713–1723). Assuming a constant or monotonic hazard can be considered too simplistic and can lack biological plausibility in many situations. We describe http://www.stata-journal.com/software/a new user-written command, survsim, which al- lows the user to simulate survival times from two-component parametric mixture models, providing much more flexibility in the underlying hazard. Standard para- metric distributions can also be used, including the exponential, Weibull, and Gompertz. Furthermore, survival times can be simulated from the all-cause dis- tribution of cause-specific hazards for competing risks by using the method of Beyersmann et al. (2009, Statistics in Medicine 24: 956–971). A multinomial dis- tribution is used to create the event indicator, whereby the probability of expe- riencing each event at a simulated time t is the cause-specific hazard divided by the all-cause hazard evaluated at time t. Baseline covariates can be included in all scenarios. We also describe http://www.stata-journal.com/software/the extension to incorporate nonproportional hazards in standard parametric and competing-risks scenarios. Copyright 2012 by StataCorp LP.

Keywords: survsim; simulation; survival analysis; mixture models; competing risks (search for similar items in EconPapers)
Date: 2012
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj12-4/st0275/
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0275 link to article download

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:12:y:2012:i:4:p:674-687

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().