Re: st: subpopulation weights with stcox

[Steve Samuels <sjsamuels@gmail.com>]

Three points:

1. For survey data, standard errors are based on between psu or between-
replicate variation. Therefore the only allowed variance method is that
defined in the -svyset- statement as an option (before the colon) in the
-svy- prefix command. See the Manual entries for -svyset- and -svy-.

2. Your subpopulation option is not specified correctly. You need the
subpop() option for -svy- prefix command. See the Manual entry on
"subpopulation estimation".

3. As a matter of theory and terminology, there are is no such thing as
a "subpopulation weight". You specify the probability weight once for
the entire study in a [pweight=] option. There is one time you need to
worry about whether the supplied weight is suitable for a subpopulation
analysis. That is when the weight was post-stratified, calibrated, or
raked, and the weight construction ignored the factors that define the
subpopulation. In that case you might want to revert to the strict
sampling weights.

Steve

sjsamuels@gmail.com



On Dec 26, 2013, at 12:36 AM, Lisa Marie Yarnell wrote:

Hi all, I am having some trouble requesting robust standard errors to
account for the survey nature of my data, and in particular, the use
of subpopulation weights (males and females).  I can run the models
without weights, but when I try to apply weights, Stata tells me that
my error type for the variance-covariance matrix is incorrect.  Yet
when I try to request robust standard errors, Stata does not allow it.
See below.  Does anyone know how to request robust standard errors
for subpopulation Cox regressons in Stata?

Thank you, Lisa


. svy(male): stcox rrisk1_t
invalid vcetype
r(198);

. svy(male): stcox rrisk1_t, vce(robust)
option vce() of stcox is not allowed with the svy prefix
r(198);

. svy: stcox rrisk1_t, vce(robust)
option vce() of stcox is not allowed with the svy prefix
r(198);


-- 
Lisa M. Yarnell, Ph.D.
Postdoctoral Research Associate
Department of Psychology
University of Southern California
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