MPIDR Technical Report

Example for a piecewise constant hazard data simulation in R

Walke, R.

MPIDR Technical Report TR-2010-003, 9 pages (May 2010).
Rostock, Max Planck Institute for Demographic Research


Computer simulation may help to improve our knowledge about statistics. In event-history analysis, we prefer to use the hazard function instead of the distribution function of the random variable time-to-event. In this paper, we provide a proof-of-concept that may be used to derive random times following a piecewise constant hazard function. We use the statistical software package R. (Keywords: Demography, event-history analysis, hazard function, computer simulation)