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st: stcox: weighted regression changes the # of observations


From   Michael McCulloch <mm@pinest.org>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: stcox: weighted regression changes the # of observations
Date   Thu, 30 Nov 2006 15:50:59 -0800

I'd appreciate your consideration of this question.
I'm conducting cox regression on a dataset measuring survival after treatment. I'm puzzled as to why weighted regression (using -iweight- after -stcox-) would show a different # of observations in the output. Here are results of the ways I've done the analysis. In each case, I start with only 33 subjects.

COMMAND WEIGHTED BOOTSTRAP HR SE ci95 "No subjects"
--------------- ---------------- ------------------ ------- ------ -------------- ---------------
stcox tcm No No 0.77 0.30 0.36, 1.66 33
parmby "stcox tcm " No No 0.77 0.30 0.36, 1.66 33
parmby "bootstrap, reps(1000): stcox tcm No Yes 0.77 0.45 0.40, 1.49 33
bootstrap, reps(1000): stcox tcm No Yes 0.77 0.26 0.40, 1.50 33
*bootstrap, reps(1000): stcox tcm Yes Yes 0.72 0.26 0.36, 1.48 65.62

*Note: I'm using inverse probability of treatment weighting, with the following command immediately preceding -stcox-:
stset datedied [iweight=wt_unst_II]

Another anomaly is why the bootstrap option yields a narrower ci95.







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