Re: st: stcox: weighted regression changes the # of observations

[Michael McCulloch <mm@pinest.org>]

>  > *Note: I'm using inverse probability of treatment weighting, with the
> >  following command immediately preceding -stcox-:
> >  stset datedied [iweight=wt_unst_II]
> -bootstrap- is not meant for weighted data.   Currently -stcox- with the
> -vce(bootstrap)- option does not complain when weights have been -stset, but
> it should (we will fix this soon).
Dear Statalist members,
In my prior posting, Jeff Pitblado helpfully pointed out that 
-bootstrap- is not meant for weighted data. I'd like to ask advice on 
alternate strategies.

I wish to do Cox survival analysis, with weights (inverse probability 
of exposure), and with bootstrapping of the standard errors. Each 
observation has its own weight value (as below):

    weight 	  exposed      datetx    datedied 
     1.08515   yes   01feb1992   01sep2001 
     1.08515   yes   01jul1992   01jan1996 
     1.08515   yes   01apr1990   01jan1994 
    12.13202    no   01jun1991   01apr1993 
    1.089831   yes   01oct1990   01jul1999 
    1.089831   yes   01nov1993   01oct1999 
    1.089831   yes   01jul1989   01sep1992 
    1.111275   yes   01apr1990   01feb1991 
    1.111275   yes   01nov1992   01nov1996 
    1.130655   yes   01may1989   01nov1993 
My question:
Because Stata's -bootstrap- is not meant for weighted data, could the 
following sequence work:?
	1. -stset- the data
	2. estimate weight AFTER -stset-
	3. run the bootstrapped -stcox- with weight included as a 
covariate, for example:
		bootstrap, reps(1000): stcox tcm weight

Thank you kindly,
Michael









--


Michael McCulloch, LAc, MPH
University of California at Berkeley
School of Public Health, Division of Epidemiology

Research office:
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