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

 From "Stephen P. Jenkins" To statalist@hsphsun2.harvard.edu Subject Re: st: desgin effects, weights, and cox proportional hazard models Date Mon, 31 Mar 2003 18:13:26 +0100 (GMT Daylight Time)

```On Mon, 31 Mar 2003 10:41:32 -0500 Robert Bozick <rbozick@smtp.aed.org>
wrote:

> 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! >

As far as I know, there is no Stata -svy- command for the Cox
proportional hazard model (though there might be in specialist software
such as SUDAAN).

... but how about the following idea?

The Cox PH model is a continuous time hazard model. Suppose instead
that you used a discrete time model instead (see Manual entry under
-discrete- in version 8 Manual ST). This may be what you should use
anyway if your data are interval-censored. (Do you have exact dates for
survival times? Or are they grouped?)
If you went the discrete time route, and estimated a discrete time
logistic hazard model, then maybe you could then take advantage of
Stata's -svylogit- estimator.

Perhaps the survey design effect experts out there could comment on
whether this 'trick' is OK?

Stephen
----------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```