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Re: st: Problem with confidence intervals in stptime when using weights
From
[email protected] (Isabel Canette, StataCorp LP)
To
[email protected]
Subject
Re: st: Problem with confidence intervals in stptime when using weights
Date
Tue, 13 Mar 2012 15:45:55 -0500
Till Ittermann (Itterman(at)uni-greifswald(dot)de) discovered a bug in
-stptime-:
http://www.stata.com/statalist/archive/2012-03/msg00450.html
This problem is triggered when there is only one failure in a group and the
jackknife method is used to compute confidence intervals in -stptime-. The
jackknife confidence intervals are reported by -stptime- when the -jackknife-
option is used or when -pweight-s are specified with -stset-, as in Till's
example. We will fix this problem in a future update.
In the meantime, Till can use -poisson- to compute rates in this case. This
can be performed by using the failure variable as a dependent variable, and
the time span for each observation as exposure in the model. Here is an
example:
. webuse diet, clear
(Diet data with dates)
. set seed 1357
. gen pw = runiform()
. qui stset dox [pw = pw], origin(time dob) enter(time doe) id(id) ///
scale(365.25) fail(fail==1 3 13) noshow
. gen exp = _t - _t0
. gen y = _d
. poisson y ibn.job [pw=pw], nocons irr exp(exp) nolog
Poisson regression Number of obs = 337
Wald chi2(3) = 733.66
Log pseudolikelihood = -83.106567 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Robust
y | IRR Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
job |
0 | .0088572 .0029258 -14.31 0.000 .0046357 .0169229
1 | .0142757 .0041011 -14.79 0.000 .0081296 .0250686
2 | .0081916 .0022348 -17.61 0.000 .0047989 .0139828
ln(exp) | 1 (exposure)
------------------------------------------------------------------------------
--Isabel
[email protected]
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