Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Discrete time hazard models using cloglog and svy


From   Angelo Belardi <angelo.belardi@unibas.ch>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Discrete time hazard models using cloglog and svy
Date   Wed, 26 Jun 2013 21:59:33 +0200

Thanks a lot Steve!

In the current analyses I don't work with multiple failures, but I
remember your input on that if I am going to in the future (as it is
possible with the data I work with and might be an interesting
addition).

2013/6/25 Steve Samuels <sjsamuels@gmail.com>:
> Oops.  Those options with the missing round brackets are:
> vce(cluster personid)
> vce(bootstrap, cluster(personid))
> vce(jackknife, cluster(personid))
>
> Both the bootstrap and jackknife have options other than cluster().
>
> Steve
>
> I should expand this a bit:  -cloglog- in the non-survey setting also does not
> require an id() option even though individuals appear in the denominator of
> every time period through the end of observation. This is directly analogous to
> the setup of a continuous outcome Cox model, where individuals appear in
> every risk set up to the end of observation. The likelihood-based tests and standard
> errors are based on the assumption that, conditional on covariates and on time-interval, the events in that interval are independent.
>
> If individuals can experience multiple failures, then, then Angelo should use vce(cluster personid), vce(jackknife, cluster(personid) or vce(bootstrap, cluster(personid).
>
> Steve
>
>
> A survey analysis estimates standard errors & CIs from the variation between
> PSUs. As a result you don't need to tell -svyset- or the -svy- prefix command anything about the multiple appearances of individuals.
>
>
> Steve
> sjsamuels@gmail.com
>
> On Jun 20, 2013, at 7:18 PM, Angelo Belardi wrote:
>
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index