Hi friends, I've been spun out for weeks trying to figure out how to have valid/rational SEs and confidence intervals generated for my Cox models analyzing complex survey data (NHANES). As per CDC/NHANES guidelines for having valid variance estimates generated when analyzing subgroups, I'm using a DOMAIN statement with an indicator within PROC SURVEYPHREG to select for my observations of interest in the model (not subsetting my analysis group and not using BY or WHERE in the model statement). Note: my subgroup (domain) of interest is only ~5k out of a total of ~100k observations, and when I run my models I get huge SEs and non-existent CIs. The results for the other domain (i.e. everyone else not in the 5k subgroup) - CIs and SEs are rational. The only hints I've garnered from all of my trawling of SAS doc'n, google and crowd sourcing are that it relates to the smallness of my domain being analyzed (hence the DF of "infinity" for my likelihood ratio test stats output, and that "the usual assumptions that are required for a likelihood ratio test do not hold for the pseudo-likelihood that is used by PROC SURVEYPHREG (Rao, Scott, and Skinner 1998), leading to other methods of testing the global null hypothesis, such as the Wald test discussed in the following paragraph." (<-- from surveyphreg documentation.) However, I can find no specifics anywhere on alternatives to generating SEs/CIs in this scenario than what SURVEYPHREG kicks out. I think I'm starting to grok why I'm getting nil CIs/massive SEs. I know SURVEYPHREG is behaving like it should, and nothing I do to tweak surveyphreg options and params makes any difference in the SE/CIs. The only relevant suggestion I was given was by someone who reviewed a manuscript where the researchers experienced same and just footnoted in their tables that valid CIs weren't able to be generated due to the small domain relative to the overall superset. Quick screenshot of my output for my domain of interest, followed by my code: proc surveyphreg data = diss.superset_99to18_wmort_v7;
CLUSTER SDMVPSU;
STRATA SDMVSTRA;
class RIDRETH1 marstat edulev truesmkstat;
model PERMTH_EXM*alz_mort_dichot(0) = UCD_creatadj INDFMPIR RIDAGEYR RIAGENDR
RIDRETH1 marstat edulev truesmkstat LBXBPB /RL;
domain indic_ucd99thru18('1');
weight wgt_ucd_99thru18;
run;
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