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Re: st: stcox and weighting

From   Steve Samuels <>
Subject   Re: st: stcox and weighting
Date   Sat, 8 Sep 2012 16:01:21 -0400

A Google search of "risk set sampling" will turn up many references. You don't
cite sources, as requested in the FAQ, but I imagine that some of yours are at

Stata has a command -sttocc- to turn -stset- data into case-control data.
Commands -stcox- and -cloglog- (for grouped or discrete data) do hazard models
and take sampling weights. As the weights for risk set sampling will vary over
time, one Stata approach can be found at:, part of a thread
started at:


On Sep 7, 2012, at 7:48 AM, Robert Davidson wrote:

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
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