SURVREG.md

Survival models

Note

Inverse sampling

Inclass Assignment #4

1. Write an R function that generates the time to event outcome from Cox model. To generate X from the Cox model, we can use the inverse sampling method. Let U be uniform on (0,1) and S(x|z) be the conditional survival function derived from the Cox model.

Assume that the baseline hazard has the exponential form, h0(x)=lambda and z has the Bernoulli distribution with parameter p=0.5 and beta=1.

Obtain the summary statistics and draw the distribution of 100 randomly generated X when lambda=1.

Back

lambda <- 1
beta <- 1
p <- 0.5
z <- rbinom(100, 1, prob = p)

sim.exp <- function(n,lambda, z, beta){
  U <- runif(n, 0, 1)
  X <- -log(U)/(lambda*exp(z * beta))
  X
}

result <- sim.exp(100,lambda, z, beta)
summary(result)
hist(result)