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      Generating survival times to simulate Cox proportional hazards models.

      1 , ,
      Statistics in medicine
      Wiley

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          Abstract

          Simulation studies present an important statistical tool to investigate the performance, properties and adequacy of statistical models in pre-specified situations. One of the most important statistical models in medical research is the proportional hazards model of Cox. In this paper, techniques to generate survival times for simulation studies regarding Cox proportional hazards models are presented. A general formula describing the relation between the hazard and the corresponding survival time of the Cox model is derived, which is useful in simulation studies. It is shown how the exponential, the Weibull and the Gompertz distribution can be applied 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 distributions other than the exponential distribution 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. A simulation study investigating the effect of measurement errors in the German Uranium Miners Cohort Study is considered to illustrate the proposed simulation techniques and to emphasize the importance of a careful modelling of the baseline hazard in Cox models.

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          Author and article information

          Journal
          Stat Med
          Statistics in medicine
          Wiley
          0277-6715
          0277-6715
          Jun 15 2005
          : 24
          : 11
          Affiliations
          [1 ] Institute for Quality and Efficiency in Health Care, Cologne, Germany. Ralf.Bender@iqwig.de
          Article
          10.1002/sim.2059
          15724232
          5dae49c6-eee7-4213-ace7-302ad8a60f21
          Copyright 2005 John Wiley & Sons, Ltd
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