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st: bootstrap ROC areas (optimism) on logistic model
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
return scalar area=r(area)
"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.
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