Re: st: Re: limiting observations within a program

[Michael McCulloch <mm@pinest.org>]

Thanks Austin. Your two questions each lead to a different solution:
1. One call to the program successfully returns the expected hazard 
ratio and confidence interval. However, when I increased the 
bootstrap replications above 3, then the upper and lower bounds  of 
the confidence interval are inflated to 10^7! What does that suggest 
is happening to the standard errors?

2. Thanks for pointing out the misplaced ` in the iweight statement 
for stset. When I switch to [iw=`wt_stab_ALL'], bootstrapping my 
program returns the error message "varlist required". Setting trace 
on pointed out that this error message was triggered at the command 
line for indeplist. When I removed that command, which also required 
me to remove the [tcm=r(tcm)] portion of the bootstrap command line, 
my program returns the hazard ratio of 1 (which was expected since I 
know there is no survival difference between the groups.)

This adds one more question, for which I apologize as I'm sure it's 
an elementary one: when you implement Cox regression in an analysis 
of two exposure groups where there are **no** failures in either 
group, what should happen to the hazard ratio?
 Michael



> Michael McCulloch <mm@pinest.org>:
> Have you tried looking at one call to your program?
>
>   set tr on
>   msmcox_stageALL_includeIPTWd
>
> Note that [`iweight=wt_stab_ALL'] does not use the weights while
> [iw=`wt_stab_ALL'] does.
>
> What are those weights supposed to do for you?  Shouldn't the weights
> be decreasing in the estimated probability of treatment for obs who
> get treatment, and increasing in the estimated probability of
> treatment for obs who don't get treatment?
>
> On Thu, Oct 2, 2008 at 8:46 PM, Michael McCulloch <mm@pinest.org> wrote:
> >  Thanks for confirming `X', and also for pointing out the nifty
> >  abbreviations!
> >  Now, if I could only figure out why adding the -if- statement to my -stcox-
> >  command:
> >         stcox tcm if `wt_stab_ALL'!=.
> >
> >  or dropping the very with missing weight with:
> >         drop if `wt_stab_ALL' ==.
> >
> >  will cause the bootstrapping of my program to give the error message:
> >
> >  "varlist required
> >  an error occurred when bootstrap executed msmcox_stageALL_includeIPTWd
> >  r(100);"
> >
> >   Michael
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