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Re: st: desgin effects, weights, and cox proportional hazard models


From   "Stephen P. Jenkins" <[email protected]>
To   [email protected]
Subject   Re: st: desgin effects, weights, and cox proportional hazard models
Date   Tue, 1 Apr 2003 09:55:55 +0100 (GMT Daylight Time)

On Mon, 31 Mar 2003 13:16:46 -0500 Robert Bozick <[email protected]> 
wrote:

... snip ... 
> 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? > 


1. You can handle the right-censoring correctly in discrete-time 
models, as long as you have reorganised your data in a specific way 
beforehand and created a "new" censoring variable.  It's very easy to 
do.
See the -discrete- Manual entry that I cited yesterday, the Allison 
book cited in an earlier message, or indeed lecture notes and materials 
at http://www.iser.essex.ac.uk/teaching/stephenj/ec968/index.php
They explain how to set things up, and explain why they produce the 
correct likelihood.
2. My comment yesterday was therefore more about exploiting the "svy" 
aspect of -svylogit- (rather than the standard -logit-)



Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

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