library(survey) ## two-phase simple random sampling. data(pbc, package="survival") pbc$id<-1:nrow(pbc) pbc$randomized<-with(pbc, !is.na(trt) & trt>-9) (d2pbc<-twophase(id=list(~id,~id), data=pbc, subset=~I(!randomized))) m<-svymean(~bili, d2pbc) all.equal(as.vector(coef(m)),with(pbc, mean(bili[!randomized]))) all.equal(as.vector(SE(m)), with(pbc, sd(bili[!randomized])/sqrt(sum(!randomized))), tolerance=0.002) ## two-stage sampling as two-phase data(mu284) ii<-with(mu284, c(1:15, rep(1:5,n2[1:5]-3))) mu284.1<-mu284[ii,] mu284.1$id<-1:nrow(mu284.1) mu284.1$sub<-rep(c(TRUE,FALSE),c(15,34-15)) dmu284<-svydesign(id=~id1+id2,fpc=~n1+n2, data=mu284) ## first phase cluster sample, second phase stratified within cluster (d2mu284<-twophase(id=list(~id1,~id),strata=list(NULL,~id1), fpc=list(~n1,NULL),data=mu284.1,subset=~sub,method="approx")) (d22mu284<-twophase(id=list(~id1,~id),strata=list(NULL,~id1), fpc=list(~n1,NULL),data=mu284.1,subset=~sub,method="full")) summary(d2mu284) t1<-svytotal(~y1, dmu284) t2<-svytotal(~y1, d2mu284) t22<-svytotal(~y1,d22mu284) m1<-svymean(~y1, dmu284) m2<-svymean(~y1, d2mu284) m22<-svymean(~y1, d22mu284) all.equal(coef(t1),coef(t2)) all.equal(coef(t1),coef(t22)) all.equal(coef(m1),coef(m2)) all.equal(coef(m1),coef(m22)) all.equal(as.vector(SE(m1)),as.vector(SE(m2))) all.equal(as.vector(SE(m1)),as.vector(SE(m22))) all.equal(as.vector(SE(t1)),as.vector(SE(t2))) all.equal(as.vector(SE(t1)),as.vector(SE(t22))) ## case-cohort design ##this example requires R 2.3.1 or later for cch and data. library("survival") data(nwtco, package="survival") ## unstratified, equivalent to Lin & Ying (1993) print(dcchs<-twophase(id=list(~seqno,~seqno), strata=list(NULL,~rel), subset=~I(in.subcohort | rel), data=nwtco)) cch1<-svycoxph(Surv(edrel,rel)~factor(stage)+factor(histol)+I(age/12), design=dcchs) dcchs2<-twophase(id=list(~seqno,~seqno), strata=list(NULL,~rel), subset=~I(in.subcohort | rel), data=nwtco,method="approx") cch1.2<-svycoxph(Surv(edrel,rel)~factor(stage)+factor(histol)+I(age/12), design=dcchs) all.equal(coef(cch1),coef(cch1.2)) all.equal(SE(cch1),SE(cch1.2)) ## Using survival::cch subcoh <- nwtco$in.subcohort selccoh <- with(nwtco, rel==1|subcoh==1) ccoh.data <- nwtco[selccoh,] ccoh.data$subcohort <- subcoh[selccoh] cch2<-cch(Surv(edrel, rel) ~ factor(stage) + factor(histol) + I(age/12), data =ccoh.data, subcoh = ~subcohort, id=~seqno, cohort.size=4028, method="LinYing", robust=TRUE) print(all.equal(as.vector(coef(cch1)),as.vector(coef(cch2)))) ## cch has smaller variances by a factor of 1.0005 because ## there is a (n/(n-1)) in the survey phase1 varianace print(all.equal(as.vector(SE(cch1)), as.vector(SE(cch2)),tolerance=0.0006)) ## bug report from Takahiro Tsuchiya for version 3.4 ## We used to not match Sarndal exactly, because our old phase-one ## estimator had a small bias for finite populations rei<-read.table(tmp<-textConnection( " id N n.a h n.ah n.h sub y 1 1 300 20 1 12 5 TRUE 1 2 2 300 20 1 12 5 TRUE 2 3 3 300 20 1 12 5 TRUE 3 4 4 300 20 1 12 5 TRUE 4 5 5 300 20 1 12 5 TRUE 5 6 6 300 20 1 12 5 FALSE NA 7 7 300 20 1 12 5 FALSE NA 8 8 300 20 1 12 5 FALSE NA 9 9 300 20 1 12 5 FALSE NA 10 10 300 20 1 12 5 FALSE NA 11 11 300 20 1 12 5 FALSE NA 12 12 300 20 1 12 5 FALSE NA 13 13 300 20 2 8 3 TRUE 6 14 14 300 20 2 8 3 TRUE 7 15 15 300 20 2 8 3 TRUE 8 16 16 300 20 2 8 3 FALSE NA 17 17 300 20 2 8 3 FALSE NA 18 18 300 20 2 8 3 FALSE NA 19 19 300 20 2 8 3 FALSE NA 20 20 300 20 2 8 3 FALSE NA "), header=TRUE) close(tmp) des.rei <- twophase(id=list(~id,~id), strata=list(NULL,~h), fpc=list(~N,NULL), subset=~sub, data=rei, method="approx") tot<- svytotal(~y, des.rei) des.rei2 <- twophase(id=list(~id,~id), strata=list(NULL,~h), fpc=list(~N,NULL), subset=~sub, data=rei) tot2<- svytotal(~y, des.rei2) ## based on Sarndal et al (9.4.14) rei$w.ah <- rei$n.ah / rei$n.a a.rei <- aggregate(rei, by=list(rei$h), mean, na.rm=TRUE) a.rei$S.ysh <- tapply(rei$y, rei$h, var, na.rm=TRUE) a.rei$y.u <- sum(a.rei$w.ah * a.rei$y) V <- with(a.rei, sum(N * (N-1) * ((n.ah-1)/(n.a-1) - (n.h-1)/(N-1)) * w.ah * S.ysh / n.h)) V <- V + with(a.rei, sum(N * (N-n.a) * w.ah * (y - y.u)^2 / (n.a-1))) a.rei$f.h<-with(a.rei, n.h/n.ah) Vphase2<-with(a.rei, sum(N*N*w.ah^2* ((1-f.h)/n.h) *S.ysh)) a.rei$f<-with(a.rei, n.a/N) a.rei$delta.h<-with(a.rei, (1/n.h)*(n.a-n.ah)/(n.a-1)) Vphase1<-with(a.rei, sum(N*N*((1-f)/n.a)*( w.ah*(1-delta.h)*S.ysh+ ((n.a)/(n.a-1))*w.ah*(y-y.u)^2))) V Vphase1 Vphase2 vcov(tot) vcov(tot2) ## phase 2 identical all.equal(Vphase2,drop(attr(vcov(tot),"phases")$phase2)) all.equal(Vphase2,drop(attr(vcov(tot2),"phases")$phase2)) ## phase 1 differs by 2.6% for old twophase estimator Vphase1/attr(vcov(tot),"phases")$phase1 all.equal(Vphase1,as.vector(attr(vcov(tot2),"phases")$phase1))