Simulating from marginal structural models for hazards, cause-specific hazards and subdistribution hazards using general copulas
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866915454459576320 |
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| author | Seaman, Shaun R |
| author_facet | Seaman, Shaun R |
| contents | Seaman and Keogh (Biometrical Journal 2024) proposed a method for simulating data compatible with a marginal structural model (MSM) for the hazard of a survival time outcome. In this short report, I propose two extensions of this method. First, Seaman and Keogh favoured the use of a Gaussian copula, because this enables the function of the confounder history through which the hazard of failure depends on confounders to be interpreted as a risk score. Here, I describe how this interpretation can be preserved even when a non-Gaussian copula is used. Second, I extend Seaman and Keogh's method to allow simulation of data compatible with a MSM for a cause-specific or subdistribution hazard of failure in the presence of a competing event. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_15145 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Simulating from marginal structural models for hazards, cause-specific hazards and subdistribution hazards using general copulas Seaman, Shaun R Methodology Seaman and Keogh (Biometrical Journal 2024) proposed a method for simulating data compatible with a marginal structural model (MSM) for the hazard of a survival time outcome. In this short report, I propose two extensions of this method. First, Seaman and Keogh favoured the use of a Gaussian copula, because this enables the function of the confounder history through which the hazard of failure depends on confounders to be interpreted as a risk score. Here, I describe how this interpretation can be preserved even when a non-Gaussian copula is used. Second, I extend Seaman and Keogh's method to allow simulation of data compatible with a MSM for a cause-specific or subdistribution hazard of failure in the presence of a competing event. |
| title | Simulating from marginal structural models for hazards, cause-specific hazards and subdistribution hazards using general copulas |
| topic | Methodology |
| url | https://arxiv.org/abs/2508.15145 |