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Re: st: stcox: weighted regression changes the # of observations
From |
Michael McCulloch <[email protected]> |
To |
[email protected] |
Subject |
Re: st: stcox: weighted regression changes the # of observations |
Date |
Sun, 5 Aug 2007 08:36:36 -0700 |
**RE-SENDING BECAUSE OF DISPLAY PROBLEM**
> *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
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:
124 Pine St
San Anselmo, CA 94960-2674
tel 415-407-1357
fax 415-485-1065
email [email protected]
web www.pinestreetfoundation.org
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