I need some help with a problem related to a previous post. Here's the situation: I have a huge dataset (N=10000) that contains simulated event times (with right censored data) and I would like to generate a similar simulated dataset by using the estimated Weibull parameters from that dataset. First I ran PROC LIFEREG with the following model statement: MODEL day*cnsr(1)= / dist=Weibull; This generated the following ML estimates: Intercept=7.7, Scale=4.5, Weibull_Scale=2300, Weibull_Shape=0.22. Then, to simulate time values in a new huge dataset, I used the SAS statements: ... call streaminit(72131); Day=rand("Weibull", 0.22, 2300); ... But the distribution of times on this new dataset is very different. For example, the proportion with day<=365 in this new dataset is 48%, as compared to 58% in the original dataset. This discrepancy persists, even if I change the randomization seed or increase the number of simulated records. I found the documentation for PROC LIFEREG and the RAND function too confusing to help me reconcile this problem. If anyone can offer me any help, I would greatly appreciate it.
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