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Re: st: -bootstrap- and weighted Cox proportional hazards analysis


From   "Tim Wade" <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: -bootstrap- and weighted Cox proportional hazards analysis
Date   Tue, 5 Dec 2006 12:56:04 -0500

Michael,

I thought that MSM estimation just required robust estimation of
standard errors and CIs, not necessarily bootstrap. See the article by
Robins (Epidemiology, 2000, 11: 550-560). In this article, he
addresses Stata in particular, and I took it to mean that the "robust"
or "sandwich" estimater could be used by specifying hte robust option.

HTH, Tim


7. Time-Dependent Treatments

On 12/5/06, Michael McCulloch <[email protected]> wrote:
Jeff Pitlabo very helpfully pointed out that -bootstrap- is not meant for
weighted data.

In my epidemiology dissertation work, I am applying the marginal structural
models approach, inverse probability of treatment weights (IPTW) in a Cox
proportional hazards analysis. The method as I am learning it requires that
I first weight each observation with the IPTW, and then conduct a bootstrap
Cox proportional hazards analysis.

I would appreciate any suggestions or signposts to resources that could
help me learn another way to solve this problem, given that I do not know
the Mata programming language.




Best wishes,
Michael


____________________________________

Michael McCulloch
Pine Street Clinic
Pine Street Foundation
124 Pine Street, San Anselmo, CA 94960-2674
tel     415.407.1357
fax     415.485.1065
email:  [email protected]
web:    www.pinest.org
        www.pinestreetfoundation.org
        www.medepi.net/meta





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