Re: st: Discrete time hazard models using cloglog and svy

[Steve Samuels <sjsamuels@gmail.com>]

You are welcome, Angelo; these vce() options are needed only in the non-survey
setting.

Steve


On Jun 26, 2013, at 3:59 PM, Angelo Belardi wrote:

Thanks a lot Steve!

In the current analyses I don't work with multiple failures, but I
remember your input on that if I am going to in the future (as it is
possible with the data I work with and might be an interesting
addition).

2013/6/25 Steve Samuels <sjsamuels@gmail.com>:
> Oops.  Those options with the missing round brackets are:
> vce(cluster personid)
> vce(bootstrap, cluster(personid))
> vce(jackknife, cluster(personid))
> 
> Both the bootstrap and jackknife have options other than cluster().
> 
> Steve
> 
> I should expand this a bit:  -cloglog- in the non-survey setting also does not
> require an id() option even though individuals appear in the denominator of
> every time period through the end of observation. This is directly analogous to
> the setup of a continuous outcome Cox model, where individuals appear in
> every risk set up to the end of observation. The likelihood-based tests and standard
> errors are based on the assumption that, conditional on covariates and on time-interval, the events in that interval are independent.
> 
> If individuals can experience multiple failures, then, then Angelo should use vce(cluster personid), vce(jackknife, cluster(personid) or vce(bootstrap, cluster(personid).
> 
> Steve
> 
> 
> A survey analysis estimates standard errors & CIs from the variation between
> PSUs. As a result you don't need to tell -svyset- or the -svy- prefix command anything about the multiple appearances of individuals.
> 
> 
> Steve
> sjsamuels@gmail.com
> 
> On Jun 20, 2013, at 7:18 PM, Angelo Belardi wrote:
> 
> Dear All,
> 
> I am doing discrete time proportional hazard models using 'cloglog' in
> a person-period formatted dataset. The p-p data was created using
> 'prsnperd', a function from the 'dthaz'-package written by Alexis
> Dinno for discrete-time survival and hazard models. This package also
> includes the 'dthaz' function to estimate the hazard probabilities, I
> would however like to use 'cloglog' instead, because I want to work
> with 'svy' to account for the complex survey structure of the data.
> 
> SVY was set up with the primary sampling unit, weight variable and the
> variable identifying the strata. When running the estimations with
> this, cloglog runs over all cases in the person-period dataset. I
> think that I should at some point tell 'svy' or the 'cloglog' command,
> that for each subject in the sample there are several lines and
> therefore include the id-variable that identifies which cases belong
> to each subject.
> How can I include such an identifier-variable in my estimation so that
> 'svy' works correctly?
> 
> Thanks already for any input and I will gladly provide more
> information if neccessary.
> 
> Best,
> Angelo
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