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From | "Scholes, Shaun" <s.scholes@ucl.ac.uk> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Re: weighted time dependent Cox model |
Date | Mon, 20 Feb 2012 09:44:11 +0000 |
I would also be very interested in suggestions/references! The issue of time-dependent weights was discussed in a previous thread ("st: weights for a longitudinal set"; 3-4 November 2011) where the advice seemed to be to use the first weight. But as I say other suggestions/references would be very useful. Best wishes Shaun -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ehsan Karim Sent: 20 February 2012 03:29 To: statalist@hsphsun2.harvard.edu Subject: st: Re: weighted time dependent Cox model Just a follow up question: Is there a way in Stata to handle time dependent weights? For the data with time dependent weights (within same person), I am getting the following message: . use http://stat.ubc.ca/~e.karim/dataset2, clear . stset exit [pweight=weight], fail(event) id(id) weight not constant within id r(459); Any suggestions/references will be highly appreciated. Thanks - Ehsan ########################################## # dataset with time dependent weights (partial) ########################################## . list +------------------------------------------------+ | id tx enter exit event weight | |------------------------------------------------| 1. | 1 0 0 1 0 1.037136 | 2. | 1 0 1 2 0 1.299079 | 3. | 1 0 2 3 0 1.352642 | 4. | 1 1 3 4 0 1.245575 | 5. | 1 0 4 5 0 1.360458 | 6. | 1 0 5 6 0 1.23678 | 7. | 1 0 6 7 0 1.282709 | 8. | 1 0 7 8 0 1.606675 | 9. | 1 0 8 9 0 2.012462 | 10. | 1 1 9 10 0 1.356058 | |------------------------------------------------| 11. | 2 0 0 1 0 1.037136 | 12. | 2 0 1 2 0 1.079899 | 13. | 2 1 2 3 0 1.421035 | 14. | 2 0 3 4 0 1.151635 | 15. | 2 1 4 5 0 1.515432 | 16. | 2 1 5 6 0 1.765524 | 17. | 2 1 6 7 0 2.056888 | 18. | 2 0 7 8 0 1.666944 | 19. | 2 0 8 9 0 1.515404 | 20. | 2 0 9 10 0 1.57168 | |------------------------------------------------| 21. | 3 0 0 1 0 .909091 | 22. | 3 0 1 2 0 .8264464 | 23. | 3 0 2 3 0 .751315 | 24. | 3 0 3 4 0 .6830137 | 25. | 3 1 4 5 0 .8987746 | 26. | 3 0 5 6 0 .7283852 | 27. | 3 0 6 7 0 .7554348 | 28. | 3 0 7 8 0 .9462299 | 29. | 3 1 8 9 0 .6375985 | 30. | 3 0 9 10 0 .983771 | --more-- > Subject: Re: st: weighted time dependent Cox model > From: sjsamuels@gmail.com > Date: Sun, 19 Feb 2012 07:32:18 -0500 > To: statalist@hsphsun2.harvard.edu > > > Correction: "exit() specifies the latest time under which the subject is both under observation and at risk of the failure event." (Stata 12 Survival Manual, page 486). > > S. > > In Stata, -enter- refers to the earliest entry time for a subject, and -exit- to the last observed time. (This is in the Manual entry for -stset-). Use this -stset- statement: > > **************************************************** > stset exit [pweight=weight], fail(event) id(id) > ****************************************************' > > Steve > sjsamuels@gmail.com > > On Feb 18, 2012, at 6:07 PM, Ehsan Karim wrote: > > Dear Stata list, > > I am trying to reproduce the weighted time dependent Cox model > (Andersen-Gill format with IPTW) results in Stata that are originally > obtained from R using same dataset, but so far getting the estimates > different. Could anyone indicate what I could be done to fix this? > > Any suggestions/references will be highly appreciated. > > Thanks, > > Ehsan > > > > ########################################## > # R results: coef -0.288 se 0.174 > ########################################## > > > dataset = read.csv("http://stat.ubc.ca/~e.karim/dataset.csv";) > > msmc = coxph(Surv(enter, exit, event) ~ tx + cluster(id), robust = > > TRUE, data = dataset, weights = weight) > > summary(msmc) > n= 14372, number of events= 131 > > coef exp(coef) se(coef) robust se z Pr(>|z|) tx -0.2882 0.7496 0.1745 > 0.1964 -1.467 0.142 > > exp(coef) exp(-coef) lower .95 upper .95 tx 0.7496 1.334 0.5101 1.102 > > Concordance= 0.534 (se = 0.021 ) > Rsquare= 0 (max possible= 0.136 ) > Likelihood ratio test= 2.8 on 1 df, p=0.09455 Wald test = 2.15 on 1 > df, p=0.1423 Score (logrank) test = 2.75 on 1 df, p=0.09739, Robust = > 2.11 p=0.1459 > > ########################################## > # Stata results: coef -.605 se .643 > ########################################## > > . use http://stat.ubc.ca/~e.karim/dataset, clear > (6 vars, 14372 obs) > . stset exit [pweight=weight], fail(event) exit(exit) id(id) > enter(enter) > id: id > failure event: event != 0 & event < . > obs. time interval: (exit[_n-1], exit] enter on or after: time enter > exit on or before: time exit > weight: [pweight=weight] > ---------------------------------------------------------------------- > -------- > 14372 total obs. > 12872 obs. begin on or after exit > ---------------------------------------------------------------------- > -------- > 1500 obs. remaining, representing > 1500 subjects > 17 failures in single failure-per-subject data > 1500 total analysis time at risk, at risk from t = 0 earliest observed > entry t = 0 last observed exit t = 1 > > . stcox tx, nohr robust nolog > failure _d: event > analysis time _t: exit > enter on or after: time enter > exit on or before: time exit > id: id > weight: [pweight=weight] > (sum of wgt is 1.5062e+03) > > Cox regression -- Breslow method for ties > > No. of subjects = 1506.227846 Number of obs = 1500 No. of failures = > 17.16531456 Time at risk = 1506.227846 Wald chi2(1) = 0.89 Log > pseudolikelihood = -124.48415 Prob > chi2 = 0.3464 > > (Std. Err. adjusted for 1500 clusters in id) > ---------------------------------------------------------------------- > -------- > | Robust > _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+-------------------------------------------------------- > -------------+-------- > tx | -.6053404 .6428669 -0.94 0.346 -1.865336 .6546555 > ---------------------------------------------------------------------- > -------- > > ########################################## > # dataset (partial) > ########################################## > . list > +-------------------------------------------------------------------+ > | id tx event enter exit weight _st _d _t _t0 | > |-------------------------------------------------------------------| > 1. | 1 0 0 0 1 1.356058 1 0 1 0 | > 2. | 1 0 0 1 2 1.356058 0 . . . | > 3. | 1 0 0 2 3 1.356058 0 . . . | > 4. | 1 1 0 3 4 1.356058 0 . . . | > 5. | 1 0 0 4 5 1.356058 0 . . . | > 6. | 1 0 0 5 6 1.356058 0 . . . | > 7. | 1 0 0 6 7 1.356058 0 . . . | > 8. | 1 0 0 7 8 1.356058 0 . . . | > 9. | 1 0 0 8 9 1.356058 0 . . . | > 10. | 1 1 0 9 10 1.356058 0 . . . | > |-------------------------------------------------------------------| > 11. | 2 0 0 0 1 1.57168 1 0 1 0 | > 12. | 2 0 0 1 2 1.57168 0 . . . | > 13. | 2 1 0 2 3 1.57168 0 . . . | > 14. | 2 0 0 3 4 1.57168 0 . . . | > 15. | 2 1 0 4 5 1.57168 0 . . . | > 16. | 2 1 0 5 6 1.57168 0 . . . | > 17. | 2 1 0 6 7 1.57168 0 . . . | > 18. | 2 0 0 7 8 1.57168 0 . . . | > 19. | 2 0 0 8 9 1.57168 0 . . . | > 20. | 2 0 0 9 10 1.57168 0 . . . | > |-------------------------------------------------------------------| > 21. | 3 0 0 0 1 .983771 1 0 1 0 | > 22. | 3 0 0 1 2 .983771 0 . . . | > 23. | 3 0 0 2 3 .983771 0 . . . | > 24. | 3 0 0 3 4 .983771 0 . . . | > 25. | 3 1 0 4 5 .983771 0 . . . | > 26. | 3 0 0 5 6 .983771 0 . . . | > 27. | 3 0 0 6 7 .983771 0 . . . | > 28. | 3 0 0 7 8 .983771 0 . . . | > 29. | 3 1 0 8 9 .983771 0 . . . | > 30. | 3 0 0 9 10 .983771 0 . . . | > --more-- > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/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/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/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/