[R] Simulation from a model fitted by survreg.
Sixten Borg
sb at ihe.se
Wed Jul 28 14:58:28 CEST 2004
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.
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
>
More information about the R-help
mailing list