gen_data: Generate Data from the Proportional Hazards Regression Model
Description
Generates data set from the proportional hazards regression model
without or with contamination.
Usage
gen_data(n, beta, cont = 0, p.censor = 0)
Arguments
n
number of observations.
beta
vector of regression coefficients.
cont
fraction of contaminated observations.
p.censor
probability of censoring.
Value
Data frame containing the following variables:
time
vector of survival times.
status
vector of censoring status.
X1, X2, …
explanatory variables (their number is determined by the
dimension of vector of regression coefficients).
Details
Covariates are generated independently, each from the standard normal
distribution. Baseline hazard is equal to 1. After generation of survival
times, covariates are replaced by independent \(2N(0,1)+1\) variables
in fraction cont of observations.