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Re: st: bootstrapping -- why am I not getting the full sample size?


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrapping -- why am I not getting the full sample size?
Date   Fri, 21 Oct 2005 18:01:34 -0500

Smith, Paul Bradley <SmithP5@uthscsa.edu> is having trouble with -bootstrap-:

> I'm trying to bootstrap a cost-effectiveness ratio, using a user-written
> program.  Components are differences in cost of treatment, and
> differences in survival time.  My user-written program works just right,
> but it bombs when submitted to the bootstrap routine.  What happens is
> that the first resample (after the run on the entire dataset) contains a
> resample with about a third of the patients that were in the original
> sample.  The truncated sample size exactly corresponds to the number of
> control group patients in the study.
>
> ...

Paul's user written command -myRatio- is using -stci-.  Although -stci- is an
-rclass- command, it is using -regress- to perform some of its calculations.
-bootstrap- noticed that -e(sample)- was created by -myRatio-.  By default,
-bootstrap- drops observations that appear to be outside the estimation
sample.  Unfortunately, this is not desirable for use with -myRatio- being
that it is not an estimation command.

Paul can specify the -nodrop- option to keep -bootstrap- from dropping
observations in the dataset it is resampling from.

--Jeff
jpitblado@stata.com
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