John Sorkin
2006-Nov-13 22:00 UTC
[R] Creating data for logistic regression and Cox proportional hazards regression
I know that mvrnorm from MASS (generously provided by Profs. Venables and Ripley) can be used to generate multivariable normal data that can be used in a linear regression with certain desired characteristics (e.g. a given mean for each variable as well as a given variance-covariance pattern). Is there any similar facility that can be used to generate data for (1) a logistic regression and (2) a Cox proportional hazards regression? Thanks, John John Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics Baltimore VA Medical Center GRECC, University of Maryland School of Medicine Claude D. Pepper OAIC, University of Maryland Clinical Nutrition Research Unit, and Baltimore VA Center Stroke of Excellence University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) jsorkin@grecc.umaryland.edu Confidentiality Statement: This email message, including any attachments, is for the so...{{dropped}}
Frank E Harrell Jr
2006-Nov-13 22:16 UTC
[R] Creating data for logistic regression and Cox proportional hazards regression
John Sorkin wrote:> I know that mvrnorm from MASS (generously provided by Profs. Venables > and Ripley) can be used to generate multivariable normal data that can > be used in a linear regression with certain desired characteristics > (e.g. a given mean for each variable as well as a given > variance-covariance pattern). Is there any similar facility that can be > used to generate data for (1) a logistic regression and (2) a Cox > proportional hazards regression? > Thanks, > JohnSee the examples in the help file for the lrm and cph functions in the Design package as well as in the spower function in the Hmisc package. Frank> > > John Sorkin M.D., Ph.D.
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