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st: lroc and lfit after bootstrapping a logistic model


From   Bema Bonsu <bbonsu@columbus.rr.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: lroc and lfit after bootstrapping a logistic model
Date   Fri, 7 Jun 2002 12:37:41 -0400

Hello listers,

I have been working on a logistic regression model of some data that I have. The model fits well as assessed by the Hosmer-Lemeshow goodness-of-fit statistic [lfit, group(10) command], and has good discrimination (lroc command). Local regression diagnostics are also good.

After constructing the model, I ran 1000 bootstrap repetitions using the bs command to determine the amount of over-fitting in the model. I then retyped the lfit and lroc commands as I had before, and got very different numbers from those that I had calculated earlier.

I am curious to know and would be grateful if anyone could tell me if:
1. it is legitimate to run the lroc & lfit commands after a bootstrap procedure in Stata, and if so
2. If typing these commands after running a bootstrap procedure, reports these statistics for all the bootstrapped samples, the last bootstrapped sample, or some average of those samples.

Thanks a great deal

Sincerely,

Bema Bonsu

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