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Re: 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   Re: st: Survival analysis and weights - what changed in Stata 10?
Date   Fri, 3 Apr 2009 13:02:24 -0400

as a follow up, I just found what changed here:
http://www.stata.com/help.cgi?whatsnew

 13.  sts list does not support standard errors and confidence intervals
         when the data are stset with pweights.  However, when option at()
         was also specified, standard errors and confidence intervals were
         reported, but these were inappropriate for sampling-weighted data.
         As such, they are no longer reported.

Is there any way to get the correct SEs then?

Many thanks,
   Sergiy Radyakin


On Fri, Apr 3, 2009 at 12:56 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote:
> 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/
>

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