library(survival) ##true coefficients b0=.25 ## intercept b1=2 b2=3 ## regression coefficients b3=.5 n=30 ## covariates library(MASS) mu=rep(0,3) sigma=matrix(.7,nrow=3,ncol=3)+diag(3)*.3 x = mvrnorm(n, mu=mu, Sigma=sigma) x1=x[,1] x2=x[,2] x3=x[,3] ## real survival times t = rweibull(n, shape=.5, scale=exp((b0+b1*x1+b2*x2+b3*x3))) ## censoring times c = rweibull(n, shape=.5, scale=exp(-(b0+b1*x1+b2*x2+b3*x3)/.5)) ## observed times time = pmin(t, c) time ## censoring indicator status=as.numeric(c>t) status ## data frame data=data.frame(time,status,x1,x2,x3) data ## model fitting model=survreg(Surv(time, status)~x1+x2+x3, dist="weibull", data=data) summary=summary(model) summary