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Re: st: survival


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: survival
Date   Thu, 1 Jan 2009 10:55:18 -0500

Sebastián,
Without more information, I cannot tell whether your survival setup is correct. With logistic regression, one has to create a new observation for each person and period. I think that this is what you have done. However, with a complex sample design you should -svyset- your data and use -svy: logistic-, not plain -logistic-. This will compute standard errors appropriate to the design. You might also try -gllamm-, which will accept PSU's and -pweights- and will fit a model with added heterogeneity.


With the expanded person-period setup, -svy: cloglog- will fit a grouped proportional hazards model. Download Stephen Jenkins's - hshaz- from SSC and see the references in the -help-.

-Steven

On Dec 31, 2008, at 1:13 PM, Sebastián Daza wrote:


I'm working with a discrete-time survival model, and I have doubts
about how to use weight (pweights) in a person-period data. I did the
following:

logit  nevent  d4-d18 [pw=exp], nolog nocons

Is it correct?
exp is sampling weight, inverse of the probability that the
observation is included because of the sampling design. When I use
pweights I have problem with lrtest too, because I have to "force" the
process.


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