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sorensen@mit.edu |

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

Date |
Mon, 31 Mar 2003 14:43:58 -0500 |

discrete-time eha models can handle right-censoring fine -- see, f.ex., Paul Allison's Sage book on event-history for a discussion. So a logit is fine with right-censored data. On whether or not it is appropriate to handle the sampling issues by switching to svylogit, I don't know. //Jesper Quoting Robert Bozick <rbozick@smtp.aed.org>: > >>> stephenj@essex.ac.uk 03/31/03 12:22 PM >>> > 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 > > 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? > > > * > * 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/ > * * 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**:**Re: st: desgin effects, weights, and cox proportional hazardmodels***From:*"Robert Bozick" <rbozick@smtp.aed.org>

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