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st: probability weights with stpm


From   Anna-Maija Tolppanen <anna-maija.tolppanen@uef.fi>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: probability weights with stpm
Date   Wed, 27 Jun 2012 09:08:39 +0300

I am analysing an interval-censored data set and would want to apply probability weights. The help file in http://fmwww.bc.edu/repec/bocode/s/stpm.html says that weighting can be applied (on the stset line as usual). However when I try to run the following lines

stset survtime [pweight=ipw], failure(dem) id(id)
stpm sex city age,  scale(hazard) left(demlv) df(1)

I get the 'weights not supported' message. I am probably making a very obvious mistake and would be grateful if a more experienced user could point it out. Weights are supported by stpm2, but interval censoring is not (http://www.stata.com/statalist/archive/2011-11/msg01211.html), so stpm2 is probably not an option?

Cheers, Anna


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