> I'm getting unexpected results from the coxph function when using > weights from counter-matching. For example, the following code > produces a parameter estimate of -1.59 where I expect 0.63:
I agree with Thomas' answer wrt using offset instead of weight. One way to understand this is to look at the score equation for the Cox model, which is sum over the deaths of (x[i] - xbar[i]) x[i] is the covariate vector of the ith death xbar[i] is the average of all the subjects who were at risk at the time of the ith death. In situations where one samples selected controls, the score equation will be correct if one fixes up xbar so that it is an estimate of the population mean (all those in the population that were at risk for a death) rather than being the mean of just those in the sample. Use of an offset statement allows one to reweight xbar without changing the rest of the score equation. It's kind of a trick, see Therneau and Li, Lifetime Data Analysis, 1999, p99-112 for a simple example of how it works. Langholz and Borgan give details on exactly how to correctly reweight using some old results from sampling theory - it is just a little bit more subtle than one would guess, but not too different from the obvious. Terry Therneau ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.