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st: Discrete time hazard models using cloglog and svy


From   Angelo Belardi <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Discrete time hazard models using cloglog and svy
Date   Fri, 21 Jun 2013 01:18:56 +0200

Dear All,

I am doing discrete time proportional hazard models using 'cloglog' in
a person-period formatted dataset. The p-p data was created using
'prsnperd', a function from the 'dthaz'-package written by Alexis
Dinno for discrete-time survival and hazard models. This package also
includes the 'dthaz' function to estimate the hazard probabilities, I
would however like to use 'cloglog' instead, because I want to work
with 'svy' to account for the complex survey structure of the data.

SVY was set up with the primary sampling unit, weight variable and the
variable identifying the strata. When running the estimations with
this, cloglog runs over all cases in the person-period dataset. I
think that I should at some point tell 'svy' or the 'cloglog' command,
that for each subject in the sample there are several lines and
therefore include the id-variable that identifies which cases belong
to each subject.
How can I include such an identifier-variable in my estimation so that
'svy' works correctly?

Thanks already for any input and I will gladly provide more
information if neccessary.

Best,
Angelo
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