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st: stcox and weighting


From   Robert Davidson <rhd773@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: stcox and weighting
Date   Fri, 7 Sep 2012 07:48:28 -0400

Dear Statlist,

I am modeling a rare event in which the outcome variable is a 1 less
than 1% of the time.  Several papers document the significant downward
bias on coefficients when modeling these rare events and suggest
sampling a proportion of the population of 0s and then either applying
prior correction or sampling weights.  I have done this with a simple
logit model and the results have changed predictably.  However, my
data is more appropriately modeled with a hazard model (1s are deemed
failures).  Is there a way to apply sampling weights in a hazard model
or does this not make sense given the mechanics of the model?  Is
there another way to properly deal with rare events modeling in the
context of a hazard model?

Thank you
Rob
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