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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Survival analysis and weights - what changed in Stata 10?***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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