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Re: st: Jackknife Cross-Validation for Logistic Regression Models

From   "Dasen Luo" <>
To   <>
Subject   Re: st: Jackknife Cross-Validation for Logistic Regression Models
Date   Mon, 21 Nov 2005 16:24:07 -0500

Dear Roger,

I have a couple of questions about somersd. First, when I tried to run somersd, I got an error message "error occurred while loading somersd.ado". I assume the error had to do with the locations of the related files. I have STAT under c:\STAT8, but the somersd files seemed to be automatically downloaded to c:\DATA and c:\ado. Would these file locations cause any problems? My second question is directly about somersd commands. Do I run the somersd commands after I run the logistic commands? How does somersd know that I am computing Harrell's C with regard to a particular set of dependent and independent variables for a logistic regression model? I am new with STATA, so please bear with me if my questions are somehow elementary. Thanks in advance for any helps from you!


----- Original Message ----- From: "Roger Newson" <>
To: <>
Sent: Monday, 21 November 2005 7:34 AM
Subject: Re: st: Jackknife Cross-Validation for Logistic Regression Models

At 02:57 21/11/2005, Luo wrote:
I am trying to use STATA to do Jackknife cross-validations of the classification results from logistic regression models. The Jackknife cross-validations I have in mind include the classification tables and ROC curves. I know STATA has a JKnife procedure applicable to various statistical analyses, including logistic regression models, but can I make the procedure produce specifically the above kinds of outcomes? Or are there any other alternatives for these outcomes? Thanks!
Jackknife confidence intervals for the ROC area can be produced using the -somersd- package, which you can download from SSC using the -ssc- command. The -somersd- package includes a .pdf manual -somersd.pdf-, which discusses methods for estimating Harrell's C (equivalent to the ROC area) for models estimated from the same dataset.

I hope this helps.


Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
42 Weston Street
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United Kingdom

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