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arXiv · 2508.15145

Simulating from marginal structural models for hazards, cause-specific hazards and subdistribution hazards using general copulas

Shaun R Seaman
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Abstract

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.

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Shaun R Seaman. 2025-08-21. Simulating from marginal structural models for hazards, cause-specific hazards and subdistribution hazards using general copulas. https://arxiv.org/abs/2508.15145

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