discrete-time eha models can handle right-censoring fine -- see, f.ex., Paul
Allison's Sage book on event-history for a discussion. So a logit is fine with
right-censored data. On whether or not it is appropriate to handle the sampling
issues by switching to svylogit, I don't know.
//Jesper
Quoting Robert Bozick <[email protected]>:
> >>> [email protected] 03/31/03 12:22 PM >>>
> On Mon, 31 Mar 2003 10:41:32 -0500 Robert Bozick <[email protected]>
> wrote:
>
> > Hello everyone --
> > I am currently working on a project that requires the use of
> hazard/event history models. I am relatively new to estimating these
> models. The basic model I am estimating is the rate of college degree
> completion as a function of a set of covariates > COMPLETION = a + bX
> > > I have two questions:
> > 1) How do I adjust the estimates for the clustered-stratified nature
> of the sample? > The data set I am using is a two stage
> stratified-cluster sample (i.e. the National Education Longitudinal
> Study for those of you who use NCES data sets). In the first stage,
> schools are randomly sampled with a probability proportional to a given
> strata (defined by socioeconomic status, urban v. suburban, etc.) In
> the second stage, students are sampled randomly within the schools. In
> typical logit models using this data, I use 'survey' commands to adjust
> for the strata and hierarchically clustered desigin of the sample using
> the code : >
> > svyset psu psu > svyset strata stratum
> > > (*where psu = the primary sampling unit (the school) and stratum is
> the strata that the schools were proportionally sampled from)....then
> when I estimate a logit model, I use the command: >
> > svylogit y x1 x2 x3 >
> > That command estimates the model correcting for the sample design. I
> noticed there is no 'survey' command for cox proportional hazard
> models. How do I correct for the sample design (cluster and strata)
> when estimating a cox proportional hazard model? >
> > > 2) How do you weight data when estimating a cox proportional
> hazard model? > I tried the command:
> > stcox x1 x2 x3 [pweight = weight] > Stata gave me the response:
> weights not allowed > Are you not allowed to weight data when
> estimating a cox proportional hazard model or is there some other
> procedure that I need to do to incorporate a probability weight when
> estimating this type of model? > Thanks in advance for any help with
> these issues! >
>
> As far as I know, there is no Stata -svy- command for the Cox
> proportional hazard model (though there might be in specialist software
> such as SUDAAN).
>
> ... but how about the following idea?
>
> The Cox PH model is a continuous time hazard model. Suppose instead
> that you used a discrete time model instead (see Manual entry under
> -discrete- in version 8 Manual ST). This may be what you should use
> anyway if your data are interval-censored. (Do you have exact dates for
> survival times? Or are they grouped?)
> If you went the discrete time route, and estimated a discrete time
> logistic hazard model, then maybe you could then take advantage of
> Stata's -svylogit- estimator.
>
> Perhaps the survey design effect experts out there could comment on
> whether this 'trick' is OK?
>
> Stephen
>
> Thanks Stephen --
>
> I do have exact dates of degree completion (month/year). I had wanted to use
> hazard models because of the right censoring issue in the data: a large
> proportion of the sample had not completed a degree before the time of the
> interview. I guess that leaves me in a bind: If I use the logit model, I
> can obtain the 'proper' standard errors, but not correct for the censoring.
> If I use the hazard model, I can correct for the right censoring problem, but
> not have the proper standard errors.
>
> Am I looking at this correctly? Any other thoughts?
>
>
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>
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