IPTW with PROC PHREG - outputs total = events, high log likelihood

mconover — Wed, 15 Jan 2014 22:56:53 GMT

I am trying to conduct a propensity score analysis using inverse probability of treatment weighting (IPTW) using PROC PHREG. I am modeling "P_OUTCOME"against the explanatory variable "INDEX_HS". I have already coded my standardized weights as "sw", and trimmed the dataset for extreme weights.

My tables have an observation for each person as follows:

Obs INDEX_HS P_OUTCOME ps id ExpPrev sw

I have included my PROC PHREG coding below along with the output I get. The program returns ratio measures (and confidence intervals) that are closely centered around one. I also noticed in the output that the total is equal to the number of events, which I expected to roughly simulate what I see in my raw dataset. I also have a very high value for the log likelihood.

What am I missing? What might cause this issue? For all I know this is running correctly and I'm just misinterpreting the output but if someone could help me I'd really appreciate i

proc phreg data = iptw_trimmed covs(aggregate); ** Robust variance **;

id id;

model P_OUTCOME = INDEX_HS / rl;

freq sw / notruncate; run;

The PHREG Procedure

Model Information

Data Set WORK.IPTW_TRIMMED

Dependent Variable P_OUTCOME

Frequency Variable sw

Ties Handling BRESLOW

Number of Observations Read 65634

Number of Observations Used 65634

Sum of Frequencies Read 63536.25

Sum of Frequencies Used 63536.25

Summary of the Number of Event and Censored Values

Percent

Total Event Censored Censored

63536.3 63536.3 0 0.00

Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

Without With

Criterion Covariates Covariates

-2 LOG L 1403039.2 1403039.2

AIC 1403039.2 1403041.2

SBC 1403039.2 1403050.2

Testing Global Null Hypothesis: BETA=0

Test Chi-Square DF Pr > ChiSq

Likelihood Ratio 0.0000 1 1.0000

Score (Model-Based) 0.0000 1 0.9959

Score (Sandwich) 0.0070 1 0.9332

Wald (Model-Based) 0.0000 1 1.0000

Wald (Sandwich) 0.0000 1 1.0000

Re: IPTW with PROC PHREG - outputs total = events, high log likelihood

mconover — Thu, 16 Jan 2014 12:15:58 GMT

Is it possible that I'm modeling the risk of NOT having the outcome? Would that explain these results? My outcome is extremely rare.

Re: IPTW with PROC PHREG - outputs total = events, high log likelihood

SteveDenham — Thu, 16 Jan 2014 18:56:23 GMT

That could be. I wonder if you could use one of the other procedures, such as surveyfreq, for this analysis. It appears that there is no censoring, so an analysis that requires all of the data would be equivalent. At least those would allow you to specify the outcome one way or the other.

Steve Denham

topic Re: IPTW with PROC PHREG - outputs total = events, high log likelihood in SAS Procedures

IPTW with PROC PHREG - outputs total = events, high log likelihood

Re: IPTW with PROC PHREG - outputs total = events, high log likelihood

Re: IPTW with PROC PHREG - outputs total = events, high log likelihood