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st: Survival analysis and weights - what changed in Stata 10?


From   Sergiy Radyakin <serjradyakin@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Survival analysis and weights - what changed in Stata 10?
Date   Fri, 3 Apr 2009 12:56:26 -0400

Dear All,

I am doing survival analysis based on survey data (with stratification
and pweights). I am using standard commands -stset- and -sts list- to
obtain the estimates of the survivor function and corresponding
standard errors.
If I include weights in the stset command in Stata 10, I don't get the
standard errors of the survival probabilities.
I wonder if this situation is because:
a) it is not possible for some (not obvious) statistical reasons
b) it is not implemented
c) it is implemented but reporting is suppressed for some reason
d) an unfavoured case of a b.u.g.

I couldn't find any warning in the manual regarding this. Weights are
particularly described on page 433 of the printed manual [ST] (version
10.0). And pweights were specifically mentioned as supported.
Below is an example of why I think d) might be the case (because SEs
are computed in Stata 9, but not in Stata 10).
The reason I think of a) is that if I try to access SEs via
sts generate newvar = se(s)
both Stata 9 and Stata 10 tell me
se(s) not possible with pweighted data
r(404);

I would appreciate if someone could explain how to get SEs of the
survival function in a dataset with pweights and stratification if it
is possible in Stata 10?
It seems to be possible, as mentioned, say, here (Analyzing Health
Equity Using Household Survey Data, A guide to tehniques and their
implementation, page 33 (46 of 234)):
http://www.dcp2.org/file/146/Analyzing%20Health%20Equity%20Using%20Household%20Survey%20Data.pdf
but in light that Stata now does not report them, should the old
estimates be revised?

Thank you,
   Sergiy Radyakin



Example:

use http://www.stata-press.com/data/r9/stan3, clear
sts list, at(1/3)
generate byte w=1
stset t1, id(id) failure(died), [pw=w]
sts list, at(1/3)

******************************************************************************************************
in Stata 9 the last output is

. sts list, at(1/3)

         failure _d:  died
   analysis time _t:  t1
                 id:  id
             weight:  [pweight=w]

              Beg.                      Survivor      Std.
    Time     Total     Fail             Function     Error     [95% Conf. Int.]
-------------------------------------------------------------------------------
       1       103        1              0.9903    0.0097     0.9331    0.9986
       2       102        3              0.9612    0.0190     0.8998    0.9852
       3        99        3              0.9320    0.0248     0.8627    0.9670
-------------------------------------------------------------------------------
Note:  Survivor function is calculated over full data and evaluated at
       indicated times; it is not calculated from aggregates shown at left.

******************************************************************************************************
in Stata 10 the last output is:

. sts list, at(1/3)

         failure _d:  died
   analysis time _t:  t1
                 id:  id
             weight:  [pweight=w]

              Beg.                      Survivor
    Time     Total     Fail             Function
------------------------------------------------
       1       103        1              0.9903
       2       102        3              0.9612
       3        99        3              0.9320
------------------------------------------------
Note:  survivor function is calculated over full data and evaluated at
       indicated times; it is not calculated from aggregates shown at left.
********************************************************************************************************

Versions of Stata (both for Windows):
-- Stata/SE 9.2 for Windows, Born 20 Jul 2007
-- Stata/MP 10.1 for Windows 64-bit x86-64, Born 02 Feb 2009
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