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st: using frequency weights with stcox


From   Michael Eisenberg <meisenberg713@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: using frequency weights with stcox
Date   Thu, 28 May 2009 22:23:01 -0700

Dear all,

I am attempting to perform an analysis bases on propensity scores.
After running psmatch2 which generates propensity scores and matches
cases and controls, I'd like to run a cox proportional hazards model.
The match works in such a way that some controls are counted more than
once for the final analysis.  I would like to be able to incorporate
the weights into my cox model, but when I type
xi: stcox y1 x1 x2 x3 [fw=_weight]

I get the message
weights not allowed

A logistic model works without problems.

Are weights not allowed with the stcox command?

If not, are there any clever ways around this?

Thank you in advance.

Mike
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