Simulating time-to-event data from parametric distributions, custom distributions, competing risk models and general multi-state models

TL;DR

This paper introduces extensive extensions to the survsim command, enabling simulation of survival data from various complex models including parametric, custom, competing risks, and multi-state models, with support for left truncation.

Contribution

The paper presents new capabilities for the survsim command, allowing flexible simulation of survival data from diverse models with left truncation support, enhancing evaluation of statistical methods.

Findings

Demonstrates flexible simulation from multiple survival models.

Shows applications with examples to evaluate statistical methods.

Extends survsim to include left truncation for all models.

Abstract

In this paper I describe some substantial extensions to the survsim command for simulating survival data. survsim can now simulate survival data from a parametric distribution, a custom/user-defined distribution, from a fitted merlin model, from a specified cause-specific hazards competing risks model, or from a specified general multi-state model (with multiple timescales). Left truncation (delayed entry) is now also available for all settings. I illustrate the command with some examples, demonstrating the huge flexibility that can be used to better evaluate statistical methods.