Whatever function you use may also suffer
from the limit on the length of string
expressions, so this problem, qua programming
problem, probably calls from something from
-macrolists-.
Having said that, my tuppenceworth of pure unadulterated
prejudice is that applying a lovely method (bootstrapping)
to a lousy one (stepwise) won't make it any less lousy.
Nick
[email protected]
David Harrison
> A word of warning about the code I just sent: the use of the
> -index()- function below is rather ropey. It relies on none
> of the variable names being substrings of any of the other
> variable names (e.g. if variables were named x and x2 then
> this code would not work because the -index()- function would
> flag x whenever x2 was present). Something more robust, but
> more complex, could be done with the -word()- function.
>
> The following returns (in addition to the AUC) a 0/1 variable
> for each candidate variable from the stepwise model which is
> 1 if the variable is included in the final model and 0 if it isn't:
>
> program myboot, rclass
> sw logit for rep wei len turn, pr(.05)
> matrix B=e(b)
> local finvars : colfullnames(B)
> lroc, nograph
> return scalar area=r(area)
> foreach v of varlist rep wei len turn {
> return scalar `v'=(index("`finvars'","`v'")>0)
> }
> end
>
> clear
> sysuse auto
> sw logit for rep wei len turn, pr(.05)
> lroc, nograph
> bootstrap "myboot" r(area) r(rep78) r(weight) r(length)
> r(turn), reps(5) saving(bootresults) replace
>
> clear
> use bootresults
> list
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