When running a propensity score weighted analysis using coxph(), are the weights entered as the log of the weights, or as the weights on the original scale, i.e. coxph(Surv(time,status)~group,weights=weights ,data=mydata) or coxph(Surv(time,status)~group,weights=log(weights),data=mydata)
I am creating weights using logistic regression as described below. # Lalonde data from the MatchIt package is used in the pseudo code below install.packages("MatchIt") library("MatchIt") ############################################# # Calculate propensity scores using logistic regression.# ############################################# ps <- glm(treat ~ age + educ +nodegree +re74+ re75,data=lalonde,family=binomial()) summary(ps) #PS on the scale of the dependent variable # Add the propensity scores to the dataset lalonde$psvalue <- predict(ps,type="response") ################################################# # END Calculate propensity scores using logistic regression.# ################################################# ################################# # Convert propensity scores to weights# ################################# # Different weights for cases (1) and controls lalonde$weight.ATE <- ifelse(lalonde$treat == 1, 1/lalonde$psvalue,1/(1-lalonde$psvalue)) summary(lalonde$weight.ATE) ##################################### # END Convert propensity scores to weights# ##################################### ########################################################## # Examples of two possible way to enter weights in the coxph model. # ########################################################## fit1 <- coxph(Surv(time,status)~group,weights=lalonde$weight,data=lalonde) or fit2 <- coxph(Surv(time,status)~group,weights=log(lalonde$weight),data=lalonde) ########################################################## # Examples of two possible way to enter weights in the coxph model. # ########################################################## [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.