[R] Simulating from the Weibull with right censoring

Göran Broström goran.brostrom at umu.se
Mon Mar 24 10:00:42 CET 2014


On 2014-03-24 09:34, Göran Broström wrote:
>
>
> On 2014-03-24 07:22, David Winsemius wrote:
>>
>> On Mar 23, 2014, at 9:14 PM, Lucy Leigh wrote:
>>
>>> Hi everyone,
>>>
>>> I am currently attempting to simulate some survival data, based on
>>> a Weibull model. I basically need to simulate some survival data so
>>> that I can then test out a program I'm writing, before applying it
>>> to some real data.
>>>
>>> I've managed to create failure time data, using the rweibull
>>> function. I.e. Y[i] <- rweibull(1, shape, scale) For a variety of
>>> shape and scale parameters etc.
>>>
>>> I wish to add in right censoring. If I am considering my failure
>>> times as deaths, and the censoring time as a study cut-off date
>>> (for example, 5 years from baseline), would it be correct to do
>>> something like,
>>>
>>> for(i in 1:nSubjects){ if (Y[i] >  5){ Y[i] <- 5} else {Y[i]  <-
>>> Y[i] }}
>>>
>>
>> This would be more R-ish if you did it this way (loop-free)
>>
>> Y[ Y > 5 ] <- 5  # set cutoff
>> cens.time <- runif(length(Y), 0, max(Y))
>> cens <- cens.time < Y
>
> Not really; Given survival times T and censoring times C ( == 5 in
> Lucy's example):
>
> Y <- pmin(Y, C)
> event <- (Y <= C)

Oops, should be

Y <- pmin(T, C)
event <- (T <= C)

Göran

>
> gives what Lucy wants, with Y being the censored times and 'event'
> indicating an observed death.
>
> Göran
>
>> survreg( Surv(Y, !cens) ~ 1 )
>>
>> Untested (well, lightly tested)  in absence of data object.
>>
>>> I guess my question is, is it statistically sound to impose the
>>> right censoring after estimating the distribution with no
>>> censoring? I am leaning towards yes, because in an ideal world
>>> where we followed all participants until they died, the
>>> distribution would be as estimated by the rweibull above....and
>>> assuming that the right censoring is independent, then cutting of
>>> the measurements at a pre-specified time wouldn't affect the
>>> outcome at all. But I guess I am just looking for a second
>>> opinion?
>>>
>>> Thanks in advance, this list has been immensely helpful with some
>>> previous questions I have had about the survival package. Lucy
>>>
>> Please post in plain text.
>>
>>
>>> [[alternative HTML version deleted]]
>
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