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The SURVEYPHREG Procedure |
The jackknife method of variance estimation deletes one PSU at a time from the full sample to create replicates. This method is also known as the delete-1 jackknife method because it deletes exactly one PSU in every replicate. The total number of replicates is the same as the total number of PSUs. In each replicate, the sampling weights of the remaining PSUs are modified by the jackknife coefficient
. The modified weights are called replicate weights.
Let PSU in stratum
be omitted for the
th replicate; then the jackknife coefficient and replicate weights are computed as
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and
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You can use the VARMETHOD=JACKKNIFE(OUTJKCOEFS=) method-option to store the jackknife coefficients in a SAS data set and use the VARMETHOD=JACKKNIFE(OUTWEIGHTS=) method-option to store the replicate weights in a SAS data set.
If you provide your own replicate weights with a REPWEIGHTS statement, then you can also provide corresponding jackknife coefficients with the JKCOEFS= option. If you provide replicate weights with a REPWEIGHTS statement but do not provide jackknife coefficients, then the procedure uses as the default jackknife coefficient for every replicate, where
is the total number of replicates.
Let be the estimated proportional hazards regression coefficients from the full sample, and let
be the estimated regression coefficients for the
th replicate. PROC SURVEYPHREG estimates the covariance matrix of
by
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with degrees of freedom, where
is the number of replicates and
is the number of strata, or
when there is no stratification.
If one or more components of cannot be calculated for some replicates, then the variance estimator uses only the replicates for which the proportional hazards regression coefficients can be estimated. Estimability and nonconvergence are two common reasons why
might not be available for a replicate sample even if
is defined for the full sample. Let
be the number of replicates where
are available and
be the number of replicates where
are not available. Without loss of generality, assume that the first
replicates are available; then the jackknife variance estimator is
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with degrees of freedom, where
is the number of strata. Alternatively, you can use the VADJUST=AVGREPSS option in the MODEL statement to use the average sum of squares for the invalid replicate samples. See Variance Adjustment Factors for details.
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