EcoSta 2018: Registration
View Submission - EcoSta2018
A0802
Title: A novel method to generate correlated multivariate survival data with a given correlation matrix Authors:  Changchun Xie - University of Cincinnati (United States) [presenting]
Abstract: Most financial data, clinical trials and public health studies nowadays generate multiple-endpoints, such as multivariate survival data. For simulations, the typical methods for generating correlated multivariate survival data are based on copula functions or frailty models. However, the correlation matrix in the correlated survival data generated by these methods is not very straightforward. It is not easy to use these methods to generate correlated survival data with a given correlation matrix. The aim is to propose a novel algorithm to generate correlated survival data for a given correlation matrix.