Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/31002 
Erscheinungsjahr: 
2003
Schriftenreihe/Nr.: 
Discussion Paper No. 338
Verlag: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Zusammenfassung: 
This paper discusses techniques to generate survival times for simulation studies regarding Cox proportional hazards models. In linear regression models, the response variable is directly connected with the considered covariates, the regression coefficients and the simulated random errors. Thus, the response variable can be generated from the regression function, once the regression coefficients and the error distribution are specified. However, in the Cox model, which is formulated via the hazard function, the effect of the covariates have to be translated from the hazards to the survival times, because the usual software packages for estimation of Cox models require the individual survival time data. A general formula describing the relation between the hazard and the corresponding survival time of the Cox model is derived. It is shown how the exponential, the Weibull and the Gompertz distribution can be used to generate appropriate survival times for simulation studies. Additionally, the general relation between hazard and survival time can be used to develop own distributions for special situations and to handle flexibly parameterized proportional hazards models. The use of other distributions than the exponential distribution only is indispensable to investigate the characteristics of the Cox proportional hazards model, especially in non-standard situations, where the partial likelihood depends on the baseline hazard.
Schlagwörter: 
Cox proportional hazards model
exponential distribution
Gompertz distribution
simulation
survival times
Weibull distribution
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Dokumentart: 
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