[R] Simulation from a model fitted by survreg.
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$first.event.death) ~ regim + age + stadium2, data = study, dist = weibull) Value Std. Error zp (Intercept) 11.6005 0.7539 15.387 2.01e-53 regimposto -0.1350 0.1558 -0.867 3.86e-01 age -0.0362 0.0102 -3.533 4.11e-04 stadium2ii -0.0526 0.2794 -0.188 8.51e-01 Log(scale) -0.5148 0.1116 -4.615 3.93e-06 Scale= 0.598 Weibull distribution Loglik(model)= -680.7 Loglik(intercept only)= -689.2 Chisq= 16.87 on 3 degrees of freedom, p= 0.00075 Number of Newton-Raphson Iterations: 8 n=1183 (4 observations deleted due to missing) version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major1 minor8.1 year 2003 month11 day 21 language R __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Simulation from a model fitted by survreg.
Please check the documentation, e.g., Venables and Ripley (2002) Modern Applied Statistics with S, p. 360. The Weibull shape parameter is the reciprocal of the scale parameter 0.598 in your printout, so shape = 1/0.598 = 1.672; see also Meeker Escobar (1998) Statistical Methods for Reliability Data (Wiley). Does this answer the question? You can get coefficients with coef(mod1). Also, have you looked at attributes(summary(mod1))? If mod1 follows the old S3 standard, attributes may give you a list of names you can access via summary(mod1)$whateverthenameis (or via summary(mod1)[[whateverthenameis]]). If mod1 follows the new S4 standard, then getSlots(mod1) and getSlots(summary(mod1)) will give you the names of the slots and their classes, which can then be accessed via [EMAIL PROTECTED] Sorry, I don't have time to construct an example myself, but I've done this kind of thing many times. hope this helps. spencer graves Sixten Borg wrote: 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$first.event.death) ~ regim + age + stadium2, data = study, dist = weibull) Value Std. Error zp (Intercept) 11.6005 0.7539 15.387 2.01e-53 regimposto -0.1350 0.1558 -0.867 3.86e-01 age -0.0362 0.0102 -3.533 4.11e-04 stadium2ii -0.0526 0.2794 -0.188 8.51e-01 Log(scale) -0.5148 0.1116 -4.615 3.93e-06 Scale= 0.598 Weibull distribution Loglik(model)= -680.7 Loglik(intercept only)= -689.2 Chisq= 16.87 on 3 degrees of freedom, p= 0.00075 Number of Newton-Raphson Iterations: 8 n=1183 (4 observations deleted due to missing) version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major1 minor8.1 year 2003 month11 day 21 language R __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Simulation from a model fitted by survreg.
On Wed, 28 Jul 2004, Sixten Borg wrote: Dear list, I would like to simulate individual survival times from a model that has been fitted using the survreg procedure (library survival). Output shown below. My plan is to extract the shape and scale arguments for use with rweibull() since my error terms are assumed to be Weibull, but it does not make any sense. The mean survival time is easy to predict, but I would like to simulate individual survival times. It's parametrized differently from rweibull. The linear predictor for the model is the logarithm of the scale, and the scale parameter from the model is the reciprocal of the shape. As with the gamma family you always need to check the parametrisation for weibull distributions. -thomas I am probably missing something completely obvious. Any hints or advice are appreciated. Thanks Sixten summary(mod1) Call: survreg(formula = Surv(tid, study$first.event.death) ~ regim + age + stadium2, data = study, dist = weibull) Value Std. Error zp (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 major1 minor8.1 year 2003 month11 day 21 language R __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
