Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: bootstrap ROC areas (optimism) on logistic model


From   Colin Cooke <crcooke@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrap ROC areas (optimism) on logistic model
Date   Thu, 13 Oct 2005 21:14:34 -0700

I am relatively new to stata. I apologize up front.

I am interested in bootstrapping the following quantity:

(area under the ROC for logistic model fit to a sample of data) -
(area under ROC for same model applied to full sample)

So far I have written the following program:

program myprog, rclass
logit dependent ind1 ind2 ind3
lroc, nograph
return scalar area=r(area)
end

By executing:
"Bootstrap "myprog", saving(boot) replace" I have the various ROCs for
the model derived during each iteration, but cannot figure out a way
to get stata to apply the model derived on the subsample back on the
full data set during the same itteration.

Any suggestions?

thx
-C

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index