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st: desgin effects, weights, and cox proportional hazard models


From   "Robert Bozick" <rbozick@smtp.aed.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: desgin effects, weights, and cox proportional hazard models
Date   Mon, 31 Mar 2003 10:41:32 -0500

Hello everyone --
I am currently working on a project that requires the use of hazard/event history models.  I am relatively new to estimating these models.  The basic model I am estimating is the rate of college degree completion as a function of a set of covariates
COMPLETION = a + bX

I have two questions:
1) How do I adjust the estimates for the clustered-stratified nature of the sample?  
The data set I am using is a two stage stratified-cluster sample (i.e. the National Education Longitudinal Study for those of you who use NCES data sets). In the first stage, schools are randomly sampled with a probability proportional to a given strata (defined by socioeconomic status, urban v. suburban, etc.) In the second stage, students are sampled randomly within the schools. In typical logit models using this data, I use 'survey' commands to adjust for the strata and hierarchically clustered desigin of the sample using the code :

svyset psu psu
svyset strata stratum

(*where psu = the primary sampling unit (the school) and stratum is the strata that the schools were proportionally sampled from)....then when I estimate a logit model, I use the command:

svylogit y x1 x2 x3

That command estimates the model correcting for the sample design.  I noticed there is no 'survey' command for cox proportional hazard models.  How do I correct for the sample design (cluster and strata) when estimating a cox proportional hazard model?   


2)  How do you weight data when estimating a cox proportional hazard model?
I tried the command:
stcox x1 x2 x3 [pweight = weight]
Stata gave me the response:  weights not allowed
Are you not allowed to weight data when estimating a cox proportional hazard model or is there some other procedure that I need to do to incorporate a probability weight when estimating this type of model?
Thanks in advance for any help with these issues!

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