Dear All,
I am doing survival analysis based on survey data (with stratification
and pweights). I am using standard commands -stset- and -sts list- to
obtain the estimates of the survivor function and corresponding
standard errors.
If I include weights in the stset command in Stata 10, I don't get the
standard errors of the survival probabilities.
I wonder if this situation is because:
a) it is not possible for some (not obvious) statistical reasons
b) it is not implemented
c) it is implemented but reporting is suppressed for some reason
d) an unfavoured case of a b.u.g.
I couldn't find any warning in the manual regarding this. Weights are
particularly described on page 433 of the printed manual [ST] (version
10.0). And pweights were specifically mentioned as supported.
Below is an example of why I think d) might be the case (because SEs
are computed in Stata 9, but not in Stata 10).
The reason I think of a) is that if I try to access SEs via
sts generate newvar = se(s)
both Stata 9 and Stata 10 tell me
se(s) not possible with pweighted data
r(404);
I would appreciate if someone could explain how to get SEs of the
survival function in a dataset with pweights and stratification if it
is possible in Stata 10?
It seems to be possible, as mentioned, say, here (Analyzing Health
Equity Using Household Survey Data, A guide to tehniques and their
implementation, page 33 (46 of 234)):
http://www.dcp2.org/file/146/Analyzing%20Health%20Equity%20Using%20Household%20Survey%20Data.pdf
but in light that Stata now does not report them, should the old
estimates be revised?
Thank you,
Sergiy Radyakin
Example:
use http://www.stata-press.com/data/r9/stan3, clear
sts list, at(1/3)
generate byte w=1
stset t1, id(id) failure(died), [pw=w]
sts list, at(1/3)
******************************************************************************************************
in Stata 9 the last output is
. sts list, at(1/3)
failure _d: died
analysis time _t: t1
id: id
weight: [pweight=w]
Beg. Survivor Std.
Time Total Fail Function Error [95% Conf. Int.]
-------------------------------------------------------------------------------
1 103 1 0.9903 0.0097 0.9331 0.9986
2 102 3 0.9612 0.0190 0.8998 0.9852
3 99 3 0.9320 0.0248 0.8627 0.9670
-------------------------------------------------------------------------------
Note: Survivor function is calculated over full data and evaluated at
indicated times; it is not calculated from aggregates shown at left.
******************************************************************************************************
in Stata 10 the last output is:
. sts list, at(1/3)
failure _d: died
analysis time _t: t1
id: id
weight: [pweight=w]
Beg. Survivor
Time Total Fail Function
------------------------------------------------
1 103 1 0.9903
2 102 3 0.9612
3 99 3 0.9320
------------------------------------------------
Note: survivor function is calculated over full data and evaluated at
indicated times; it is not calculated from aggregates shown at left.
********************************************************************************************************
Versions of Stata (both for Windows):
-- Stata/SE 9.2 for Windows, Born 20 Jul 2007
-- Stata/MP 10.1 for Windows 64-bit x86-64, Born 02 Feb 2009
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