Re: st: clustering in proportional hazards models with stata/mp 10

[Jeph Herrin <junk@spandrel.net>]

I am surprised that Bill Gould did not mention:

  stcox x1 x2, shared(center)

Is there a reason to rule it out of contention?




Roberto G. Gutierrez, StataCorp LP wrote:
> In response to Bill Gould's <wgould@stata.com> post, Daniel O. Koralek
> <dkoralek@unc.edu> follows up with:
>
> > Thank you for your quite thorough response to my query.  One quick question.
> > Stata will allow me to combine your solutions 1 and 3.  And it does (at
> > least things move in the directions I would expect) what I would expect
> > (narrower confidence intervals for the estimates derived using solution 3.
> > But something about it doesn't seem valid.  Any thoughts?
> Solution 1 in Bill Gould's post refers to fitting a Cox model where you
> cluster on groups (centers in this example).  Solution 3 refers to instead
> stratifying on these centers.  As such, combining 1 and 3 would both cluster
> and stratify on center, i.e.
>
>    . stcox x1 x2, strata(center) vce(cluster center)
>
> Daniel expresses concern that the above may not be valid.  It is perfectly
> valid.  As Bill explained, stratifying on center allows for different baseline
> hazard functions for each center.  However, the effects of the covariates x1
> and x2 are assumed to be proportional on the hazard and, more importantly,
> shared across centers.  In estimating the standard errors of these (overall) 
> covariate effects, one could also choose to cluster on center.
>
> You stratify on center because you want the flexibility afforded by having
> uniquely shaped hazards for each group.  However, once you stratify, you are
> still faced with deciding whether the subjects within each center are
> to be treated as independent given the shared baseline hazard.  If you do not
> wish to make this additional assumption, then you should cluster on center as
> well.
>
> --Bobby
> rgutierrez@stata.com
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