Item Details

Replication Data for: Simulating Duration Data for the Cox Model

Harden, Jeffrey J.; Kropko, Jonathan
Format
Computer Resource; Online; Dataset
Author
Harden, Jeffrey J.
Kropko, Jonathan
Advisor
Harden, Jeffrey J
Abstract
The Cox proportional hazards model is a popular method for duration analysis that is frequently the subject of simulation studies. However, no standard method exists for simulating durations directly from its data generating process because it does not assume a distributional form for the baseline hazard function. Instead, simulation studies typically rely on parametric survival distributions, which contradicts the primary motivation for employing the Cox model. We propose a method that generates a baseline hazard function at random by fitting a cubic spline to randomly-drawn points. Durations drawn from this function match the Cox model's inherent flexibility and improve the simulation's generalizability. The method can be extended to include time-varying covariates and non-proportional hazards.
Date Received
20200131
Published
Harden, Jeffrey J., University of Notre Dame, 2018
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