Is saying in supplication, "O Allah, Lord of the Worlds," incorrect?

The supplicant's saying in his supplication: "O Allah, Lord of the Worlds" is correct, and its meaning is "O Allah, O Lord of the Worlds." The combination of "Allahumma" (O Allah) and "Ya Rabb" (O Lord) has been mentioned in a hadith narrated by Imam Ahmad from Suhayb, that the Prophet, peace and blessings be upon him, used to whisper a supplication that included: "O Allah, O my Lord, by You I fight, and by You I contend, and there is no power nor strength except with Allah," and that was in the story of a prophet who gave his people a choice between three punishments.