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Re: st: survival
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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