Generating Survival Curves from Study Data: An Application for Markov Models (Part 2 of 2)


In a previous blog, we provided instructions on how to generate the Weibull curve parameters (λ and γ) from an existing Kaplan-Meier curve. The Weibull parameters will allow you to generate survival curves for cost-effectiveness analysis. In the second part of this tutorial, we will take you through the process of incorporating these Weibull parameters to simulate survival using a simple three-state Markov model. Finally, we’ll show how to extrapolate the survival curve to go beyond the time frame of the Kaplan-Meier curve so that you can perform cost-effectiveness analysis across a lifetime horizon.

In this tutorial, I will:

  • Describe how to incorporate the Weibull parameters into a Markov model

  • Compare the survival probability of the Markov model to the reference Kaplan-Meier curve to validate the method and catch any errors

  • Extrapolate the survival curve across a lifetime horizon

Link to the Markov model used in this tutorial can be found here.



We will use a three-state Markov model to illustrate how to incorporate the Weibull parameters and generate a survival curve (Figure 1).

Figure 1. Markov model.

Figure 1a.png

To simulate a Markov model using 40-time units (e.g., months), you will need to think about the different transition probabilities. Figure 2 lists the different transition probabilities and their calculations. We made the assumption that the transition from the Healthy state to the Sick state was 20% across all time points.


Figure 2. Transition probabilities for all health states and associated calculations.

Figure 2a.png

The variable pDeath(t) denotes the probability of mortality as a function of time. Since we have the lambda (λ=0.002433593) and gamma (γ=1.722273465) Weibull parameters, we can generate the Weibull curve using Excel. Figure 3 illustrates how I set up the Markov model in Excel. I used the following equation to estimate the pDeath(t):

equation 2.png

where t_i  is some time point at i. This expression can be written in Excel as (assuming T=1 and T+1 = 2):

= 1 – EXP(lambda*(T^gamma – (T+1)^gamma))

Figure 3. Calculating the probability of mortality as a function of time in Excel.

Figure 3a.png

You can estimate the probability of survival as a function of time S(t) by subtracting pDeath(t) from 1. Once you have these values, you can compare how well your Markov model was able to simulate the survival compared to the observed Kaplan-Meier curve (Figure 4).


Figure 4. Survival curve comparison between the Markov model and Kaplan-Meier curve.

Once we are comfortable with the simulated survival curve, we can extrapolate the survival probability beyond the limits of the Kaplan-Meier curve. To do this, we will need to go beyond the reference Kaplan-Meier’s time period of 40 months. In Figure 5, I extended the time cycle (denoted as Time) from 40 to 100 (truncated at 59 months).


Figure 5 illustrates the Weibull distribution extrapolated out to an entire cohort’s life time in the Markov model (Figure 5 is truncated at 59 months to fit this into the tutorial).

Figure 5a.png

Figure 6 provides an illustration of the lifetime survival of the cohort after extrapolating the time period from 40 months to 100 months. The survival curve does a relative good job of modeling the Kaplan-Meier curve. As the time period extends beyond 40 months, the Weibull curve will exponentially reach a point where all subjects will enter the Death state. This is reflected in the flat part of the Weibull curve at the late part of the time period.

Figure 6. Lifetime survival of the cohort using the Weibull extrapolation.



After extrapolating the survival curve beyond the reference Kaplan-Meier curve limit of 40 months, you can estimate the lifetime horizon for a cohort of patients using a Markov model. This method is very useful when simulating chronic diseases. However, it is always good practice to calibrate your survival curves with the most recent data on the population of interest.

The U.S. National Center for Health Statistics has life tables that you can use to estimate the life expectancy of the general population, which you can compare to your simulated cohort. Moreover, if you want to compare your simulated cohort’s survival performance to a reference specific to your chronic disease cohort, you can search the literature for previously published registry data or epidemiology studies. Using existing studies as a reference will allow you to make adjustments to your survival curves that will give them credibility and validation to your cost-effectiveness analysis.



Using the Kaplan-Meier curves from published sources can help you to generate your own time-varying survival curves for use in a Markov model. Using the Hoyle and Henley’s Excel template to generate the survival probabilities, which are then used in an R script to generate the lambda and gamma parameters, provides a powerful tool to integrate Weibull parameters into a Markov model. Moreover, we can take advantage of the Weibull distribution to extrapolate the survival probability over the cohort’s lifetime giving us the ability to model lifetime horizons.

The Excel template developed by Hoyle and Henley generates other parameters that can be used in probabilistic sensitivity analysis like the Cholesky decomposition matrix, which will be discuss in a later blog.



Location of Excel spreadsheet developed by Hoyle and Henley (Update 02/17/2019: I learned that Martin Hoyle is not hosting this on his Exeter site due to a recent change in his academic appointment. For those interested in getting access to the Excel spreadsheet used in this blog, please download it at this link).

Location of the Markov model used in this exercise is available in the following link:

Symmetry Solutions. “Engauge Digitizer—Convert Images into Useable Data.” Available at the following url:

Engauge Digitizer: Mark Mitchell, Baurzhan Muftakhidinov and Tobias Winchen et al, "Engauge Digitizer Software." Webpage: [Last Accessed: February 3, 2018].

  1. Hoyle MW, Henley W. Improved curve fits to summary survival data: application to economic evaluation of health technologies. BMC Med Res Methodol 2011;11:139.



I want to thank Solomon J. Lubinga for helping me with my first attempt to use Weibull curves in a cost-effectiveness analysis. His deep understanding and patient tutelage are characteristics that I aspire to. I also want to thank Elizabeth D. Brouwer for her comments and edits, which have improved the readability and flow of this blog. Additionally, I want to thank my doctoral dissertation chair, Beth Devine, for her edits and mentorship.