Re: [R] Simulation from a model fitted by survreg.

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu 29 Jul 2004 - 01:10:10 EST

On Wed, 28 Jul 2004, Sixten Borg wrote:

> Dear list,
>
> I would like to simulate individual survival times from a model that has
> been fitted using the survreg procedure (library survival). Output shown
> below.
>
> My plan is to extract the shape and scale arguments for use with
> rweibull() since my error terms are assumed to be Weibull, but it does
> not make any sense. The mean survival time is easy to predict, but I
> would like to simulate individual survival times.
>

It's parametrized differently from rweibull. The linear predictor for the model is the logarithm of the scale, and the scale parameter from the model is the reciprocal of the shape.

As with the gamma family you always need to check the parametrisation for weibull distributions.

        -thomas

> I am probably missing something completely obvious. Any hints or advice
> are appreciated.
>
> Thanks
> Sixten
>
> > summary(mod1)
>
> Call:
> survreg(formula = Surv(tid, study$first.event.death) ~ regim +
> age + stadium2, data = study, dist = "weibull")
> Value Std. Error z p
> (Intercept) 11.6005 0.7539 15.387 2.01e-53
> regimposto -0.1350 0.1558 -0.867 3.86e-01
> age -0.0362 0.0102 -3.533 4.11e-04
> stadium2ii -0.0526 0.2794 -0.188 8.51e-01
> Log(scale) -0.5148 0.1116 -4.615 3.93e-06
>
> Scale= 0.598
>
> Weibull distribution
> Loglik(model)= -680.7 Loglik(intercept only)= -689.2
> Chisq= 16.87 on 3 degrees of freedom, p= 0.00075
> Number of Newton-Raphson Iterations: 8
> n=1183 (4 observations deleted due to missing)
>
> > version
> _
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 1
> minor 8.1
> year 2003
> month 11
> day 21
> language R
> >
>
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>

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley@u.washington.edu	University of Washington, Seattle

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https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jul 29 01:44:15 2004

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