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From |
"Stephen P. Jenkins" <stephenj@essex.ac.uk> |

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/

**References**:**st: desgin effects, weights, and cox proportional hazard models***From:*"Robert Bozick" <rbozick@smtp.aed.org>

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