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

From   Michael McCulloch <>
Subject   Re: st: stcox: weighted regression changes the # of observations
Date   Sun, 5 Aug 2007 08:36:36 -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

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

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