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Re: st: stcox: weighted regression changes the # of observations


From   Michael McCulloch <mm@pinest.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stcox: weighted regression changes the # of observations
Date   Sat, 4 Aug 2007 09:57:04 -0700

 > *Note: I'm using inverse probability of treatment weighting, with the
 following command immediately preceding -stcox-:
 stset datedied [iweight=wt_unst_II]
-bootstrap- is not meant for weighted data.   Currently -stcox- with the
-vce(bootstrap)- option does not complain when weights have been -stset, but
it should (we will fix this soon).
Dear Statalist members,
In my prior posting, Jeff Pitblado helpfully pointed out that -bootstrap- is not meant for weighted data. I'd like to ask advice on alternate strategies.

I wish to do Cox survival analysis, with weights (inverse probability of exposure), and with bootstrapping of the standard errors. Each observation has its own weight value (as below):

weight exposed datetx datedied 1.08515 yes 01feb1992 01sep2001 1.08515 yes 01jul1992 01jan1996 1.08515 yes 01apr1990 01jan1994 12.13202 no 01jun1991 01apr1993 1.089831 yes 01oct1990 01jul1999 1.089831 yes 01nov1993 01oct1999 1.089831 yes 01jul1989 01sep1992 1.111275 yes 01apr1990 01feb1991 1.111275 yes 01nov1992 01nov1996 1.130655 yes 01may1989 01nov1993
My question:
Because Stata's -bootstrap- is not meant for weighted data, could the following sequence work:?
1. -stset- the data
2. estimate weight AFTER -stset-
3. run the bootstrapped -stcox- with weight included as a covariate, for example:
bootstrap, reps(1000): stcox tcm weight

Thank you kindly,
Michael









--


Michael McCulloch, LAc, MPH
University of California at Berkeley
School of Public Health, Division of Epidemiology

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