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Re: st: desgin effects, weights, and cox proportional hazardmodels

From   "Robert Bozick" <>
To   <>, <>
Subject   Re: st: desgin effects, weights, and cox proportional hazardmodels
Date   Mon, 31 Mar 2003 13:16:46 -0500

>>> 03/31/03 12:22 PM >>>
On Mon, 31 Mar 2003 10:41:32 -0500 Robert Bozick <> 

> 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?


Thanks Stephen --

I do have exact dates of degree completion (month/year). I had wanted to use hazard models because of the right censoring issue in the data: a large proportion of the sample had not completed a degree before the time of the interview.  I guess that leaves me in a bind:  If I use the logit model, I can obtain the 'proper' standard errors, but not correct for the censoring.  If I use the hazard model, I can correct for the right censoring problem, but not have the proper standard errors. 

Am I looking at this correctly?  Any other thoughts?

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