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‎ssc/version_4_0_8/survsim.ado

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‎ssc/version_4_0_8/survsim.sthlp

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{smcl}
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{* *! version 1.0.0}{...}
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{vieweralsosee "survsim parametric" "help survsim parametric"}{...}
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{vieweralsosee "survsim user" "help survsim user"}{...}
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{vieweralsosee "survsim model" "help survsim model"}{...}
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{vieweralsosee "survsim msm" "help survsim msm"}{...}
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{vieweralsosee "merlin" "help merlin"}{...}
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{vieweralsosee "galahad" "help galahad"}{...}
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{title:Title}
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{p2colset 5 16 16 2}{...}
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{p2col :{cmd:survsim} {hline 2}}Simulate survival data from a parametric distribution,
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a user-defined distribution, from a fitted {helpb merlin} model, from a cause-specific
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hazards competing risks model, or from a general multi-state model{p_end}
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{p2colreset}{...}
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{title:Description}
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{pstd}
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{cmd:survsim} simulates survival data from:
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{p_end}
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{phang2}
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{helpb survsim parametric:help survsim parametric} - a parametric distribution including the exponential, Gompertz and Weibull,
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and 2-component mixtures of them. Baseline covariates can be included, with specified associated log hazard ratios.
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Non-proportional hazards can also be included with all models; under an exponential or Weibull model covariates are interacted
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with log time, under a Gompertz model covariates are interacted with time. See {helpb survsim##paper1:Crowther and Lambert (2012)}
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for more details.
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{p_end}
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{phang2}
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{helpb survsim user:help survsim user} - a user-defined distribution. Survival times can be simulated from bespoke,
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user-defined [log] [cumulative] hazard functions. The function must be specified in Mata code (using colon operators),
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with survival times generated using a combination of numerical integration and root finding techniques. Time-dependent
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effects can also be specified with a user-defined function of time. See {helpb survsim##paper2:Crowther and Lambert (2013)}
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for more details.
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{p_end}
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{phang2}
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{helpb survsim model:help survsim model} - a fitted {helpb merlin} model. {helpb merlin} fits a broad class of survival models,
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including standard parametric models, spline-based survival models, and user-defined survival models.
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{p_end}
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{phang2}
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{helpb survsim msm:help survsim msm} - a competing risks or general multi-state model. Event times can be simulated from
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transition-specific hazards, where each transition hazard function can be a standard parametric distribution, or a
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user-defined complex hazard function. Covariates and time-dependent effects can be specified for each transition-specific
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hazard independently.
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{p_end}
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{title:Author}
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{pstd}{cmd:Michael J. Crowther}{p_end}
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{pstd}Red Door Analytics{p_end}
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{pstd}E-mail: {browse "mailto:[email protected]":[email protected]}{p_end}
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{phang}Please report any errors you may find.{p_end}
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{title:References}
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{phang}Bender R, Augustin T and Blettner M. Generating survival times to simulate Cox proportional hazards models. {it:Statistics in Medicine} 2005;24:1713-1723.{p_end}
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{phang}Beyersmann J, Latouche A, Buchholz A and Schumacher M. Simulating competing risks data in survival analysis. {it:Statistics in Medicine} 2009;28:956-971.{p_end}
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{marker paper1}{...}
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{phang}Crowther MJ and Lambert PC. {browse "http://www.stata-journal.com/article.html?article=st0275":Simulating complex survival data.}{it: The Stata Journal} 2012;12(4):674-687.{p_end}
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{marker paper2}{...}
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{phang}Crowther MJ and Lambert PC. {browse "http://onlinelibrary.wiley.com/doi/10.1002/sim.5823/abstract":Simulating biologically plausible complex survival data.} {it:Statistics in Medicine} 2013;32(23):4118-4134.{p_end}
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{phang}Jann, B. 2005. moremata: Stata module (Mata) to provide various functions. Available from http://ideas.repec.org/c/boc/bocode/s455001.html.{p_end}
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‎ssc/version_4_0_8/survsim_details.txt

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TITLE: `SURVSIM' : module to simulate survival/time-to-event data
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DESCRIPTION/AUTHOR: survsim simulates survival data from a parametric distribution,
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a user-defined distribution, a cause-specific hazards competing risks model, a general
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multi-state model, or from an estimated -merlin- model. Baseline covariates and
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time-dependent effects can be specified when defining a data-generating model.
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Delayed entry/left truncation is allowed.
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Author: Michael J. Crowther, Red Door Analytics
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Support: email [email protected]
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Requires: Stata version 14.2

‎ssc/version_4_0_8/survsim_model.ado

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program define survsim_model
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version 14.2
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syntax newvarname(min=1 max=2), ///
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///
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Model(string) ///
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MAXTime(string) /// -Maximum simulated time-
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//
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local nvars : word count `varlist'
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local stime : word 1 of `varlist'
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local event : word 2 of `varlist'
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cap which merlin
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if _rc {
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display in yellow "You need to install the merlin package. This can be installed using,"
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display in yellow ". {stata ssc install merlin}"
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exit 198
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}
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cap which predictms
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if _rc {
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display in yellow "You need to install the multistate package. This can be installed using,"
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display in yellow ". {stata ssc install multistate}"
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exit 198
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}
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//====================================================================================================================//
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quietly {
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qui gen double `stime' = .
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cap drop _survsim_rc
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qui gen _survsim_rc = 0
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tempvar modtouse
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gen byte `modtouse' = 1
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local N = _N
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//make sure right censoring handled
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//-> gets replaced if less than row specific maxtime() afterwards
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tempvar tvar
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su `maxtime'
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gen `tvar' = `r(max)' in 1
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predictms , models(`model') ///
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singleevent ///
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survsim(`stime') ///
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survsimtouse(`modtouse') ///
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n(`N') ///
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timevar(`tvar') ///
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probability ///
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simulate //
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}
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end

‎ssc/version_4_0_8/survsim_model.sthlp

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{smcl}
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{* *! version 1.0.0}{...}
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{vieweralsosee "survsim" "help survsim"}{...}
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{vieweralsosee "survsim parametric" "help survsim parametric"}{...}
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{vieweralsosee "survsim user" "help survsim user"}{...}
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{vieweralsosee "survsim msm" "help survsim msm"}{...}
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{vieweralsosee "merlin" "help merlin"}{...}
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{vieweralsosee "galahad" "help galahad"}{...}
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{viewerjumpto "Syntax" "survsim model##syntax"}{...}
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{viewerjumpto "Description" "survsim model##description"}{...}
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{viewerjumpto "Options" "survsim model##options"}{...}
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{viewerjumpto "Examples" "survsim model##examples"}{...}
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{title:Title}
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{p2colset 5 16 16 2}{...}
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{p2col :{cmd:survsim} {hline 2}}Simulate survival data from a parametric distribution,
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a user-defined distribution, from a fitted {helpb merlin} model, from a cause-specific
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hazards competing risks model, or from a general multi-state model{p_end}
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{p2colreset}{...}
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{marker syntax}{...}
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{title:Syntax}
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{phang}
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Syntax for simulating survival times from a fitted {helpb merlin} survival model:
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{phang2}
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{cmd: survsim} {it:newvarname1} {it:newvarname2} {cmd:,} {opt mod:el(name)} {opt maxt:ime(#|varname)}
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{synoptset 36 tabbed}{...}
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{synopthdr:Options}
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{synoptline}
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{synopt:{opt mod:el(name)}}the {helpb estimates store} {it:name} of the fitted {helpb merlin} model; see details{p_end}
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{synopt:{opt maxt:ime(#|varname)}}right censoring time(s); either a common number or a {varname}{p_end}
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{synoptline}
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{p2colreset}{...}
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{marker description}{...}
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{title:Description}
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{pstd}
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{helpb survsim} simulates survival data from a parametric distribution, a user-defined distribution, from a fitted
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{helpb merlin} model, from a cause-specific hazards competing risks model, or from a Markov multi-state model.
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This help file centres on simulating from a fitted {helpb merlin} model.
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{p_end}
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{pstd}
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Survival times can be simulated from the estimated model, using the variables in your current dataset. The variables can simply
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be altered, to provide a flexible framework to simulate using the estimated parameter vector.
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{p_end}
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{pstd}
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{it:newvarname1} specifies the new variable name to contain the generated survival times. {it:newvarname2} specifies the
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new variable name to contain the generated event indicator.
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{p_end}
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{marker options}{...}
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{title:Options}
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{phang}{opt model(name)} specifies the name of the {helpb estimates store} object containing the estimates of the model
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fitted. The survival must be estimated using the {helpb merlin} command. For example,{p_end}
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{phang2}{cmd:. merlin (_t trt , family(weibull, failure(_d)))}{p_end}
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{phang2}{cmd:. estimates store m1}{p_end}
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{phang2}{cmd:. survsim stime died, model(m1) maxtime(10)}{p_end}
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{phang2}{cmd:survsim} will simulate from the fitted model, using covariate values that are in your current dataset.{p_end}
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{phang}{opt maxtime(#|varname)} specifies the right censoring time(s). Either a common maximum follow-up time {cmd:#} can be
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specified for all observations, or observation specific censoring times can be specified by using a {varname}. {p_end}
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{title:Remarks}
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{pstd}Always {helpb set seed}, to ensure reproducibility.{p_end}
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{marker examples}{...}
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{title:Examples}
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{phang}Simulate from a fitted Weibull survival model:{p_end}
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{phang2}{cmd:. webuse brcancer}{p_end}
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{phang2}{cmd:. stset rectime, failure(censrec) scale(365)}{p_end}
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{phang2}{cmd:. merlin (_t hormon , family(weibull, failure(_d)))}{p_end}
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{phang2}{cmd:. estimates store m1}{p_end}
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{phang2}{cmd:. survsim stime died, model(m1) maxtime(10)}{p_end}
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{phang}Simulate from a fitted Royston-Parmar spline-based survival model:{p_end}
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{phang2}{cmd:. webuse brcancer}{p_end}
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{phang2}{cmd:. stset rectime, failure(censrec) scale(365)}{p_end}
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{phang2}{cmd:. merlin (_t hormon , family(rp, failure(_d) df(3)))}{p_end}
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{phang2}{cmd:. estimates store m2}{p_end}
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{phang2}{cmd:. survsim stime died, model(m2) maxtime(10)}{p_end}
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{title:Author}
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{pstd}{cmd:Michael J. Crowther}{p_end}
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{pstd}Red Door Analytics{p_end}
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{pstd}E-mail: {browse "mailto:[email protected]":[email protected]}{p_end}
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{phang}Please report any errors you may find.{p_end}
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{title:References}
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{phang}Bender R, Augustin T and Blettner M. Generating survival times to simulate Cox proportional hazards models. {it:Statistics in Medicine} 2005;24:1713-1723.{p_end}
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{marker paper1}{...}
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{phang}Crowther MJ and Lambert PC. {browse "http://www.stata-journal.com/article.html?article=st0275":Simulating complex survival data.}{it: The Stata Journal} 2012;12(4):674-687.{p_end}
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{marker paper2}{...}
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{phang}Crowther MJ and Lambert PC. {browse "http://onlinelibrary.wiley.com/doi/10.1002/sim.5823/abstract":Simulating biologically plausible complex survival data.} {it:Statistics in Medicine} 2013;32(23):4118-4134.{p_end}
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{phang}Jann, B. 2005. moremata: Stata module (Mata) to provide various functions. Available from http://ideas.repec.org/c/boc/bocode/s455001.html.{p_end}
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