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Simulation of output from Cox model.

Source: R/sim-pc-hazard.R
sim.phreg.Rd

Simulates data that looks like fit from Cox model. Censor data automatically for highest value of the event times by using cumulative hazard.

Usage

sim.phreg(
  cox,
  n,
  data = NULL,
  Z = NULL,
  rr = NULL,
  strata = NULL,
  entry = NULL,
  extend = NULL,
  cens = NULL,
  rrc = NULL,
  ...
)

Arguments

cox

output form coxph or cox.aalen model fitting cox model.

n

number of simulations.

data

to extract covariates for simulations (draws from observed covariates).

Z

give design matrix instead of data

rr

possible vector of relative risk for cox model.

strata

possible vector of strata

entry

delayed entry variable for simulation.

extend

to extend possible stratified baselines to largest end-point given then takes average rate of in simulated data from cox model.

cens

specifies censoring model, if "is.matrix" then uses cumulative hazard given, if "is.scalar" then uses rate for exponential, and if not

rrc

possible vector of relative risk for cox-type censoring.

...

arguments for rchaz, for example entry-time.

Author

Thomas Scheike

Examples

library(mets)
data(sTRACE)
nsim <- 100
coxs <-  phreg(Surv(time,status==9)~strata(chf)+vf+wmi,data=sTRACE)
set.seed(100)
sim3 <- sim.phreg(coxs,nsim,data=sTRACE)
head(sim3)
#>    entry         time status        rr id      time status chf vf wmi orig.id
#> 1      0 0.0005400588      1 0.9366566  1 0.2452262      9   1  1 0.4     202
#> 45     0 7.8250000000      0 0.2405435  2 7.1560000      0   0  0 1.6     358
#> 46     0 7.8250000000      0 0.2405435  3 6.2800000      0   0  0 1.6     112
#> 47     0 2.3192112736      1 0.2012996  4 7.5980000      0   0  0 1.8     499
#> 48     0 2.8507169261      1 0.4104366  5 6.4740000      0   0  0 1.0     473
#> 49     0 7.8250000000      0 0.2874382  6 6.1510000      0   0  0 1.4     206
cc <-   phreg(Surv(time,status)~strata(chf)+vf+wmi,data=sim3)
cbind(coxs$coef,cc$coef)
#>           [,1]      [,2]
#> vf   0.2907750  1.795377
#> wmi -0.8905339 -1.100672
plot(coxs,col=1); plot(cc,add=TRUE,col=2)


Z <- sim3[,c("vf","chf","wmi")]
strata <- sim3[,c("chf")]
rr <- exp(as.matrix(Z[,-2]) %*% coef(coxs))
sim4 <- sim.phreg(coxs,nsim,data=NULL,rr=rr,strata=strata)
sim4 <- cbind(sim4,Z)
cc <-   phreg(Surv(time,status)~strata(chf)+vf+wmi,data=sim4)
cbind(coxs$coef,cc$coef)
#>           [,1]        [,2]
#> vf   0.2907750  0.05398059
#> wmi -0.8905339 -1.25463072
plot(coxs,col=1); plot(cc,add=TRUE,col=2)