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


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Jackknife Cross-Validation for Logistic Regression Models
Date   Mon, 21 Nov 2005 21:50:21 +0000

Which version of Stata are you using? I ask because, if you are using Stata Version 8, 7 or 6, then you will not be able to run the Stata 9 version of -somersd-, which can be downloaded from SSC. Instead, you must download the latest Stata 6 version of -somersd- from my website by typing, in Stata,

net from http://www.kcl-phs.org.uk/rogernewson/stata6/

and then following the instructions for downloading the Stata 6 -somersd- package. Alternatively, you can upgrade to Stata 9 and then download the Stata 9 version of -somersd- from SSC.

Neither the Stata 6 version of -somersd- nor the Stata 9 version of -somersd- have any way of knowing whether or not the predictor variable is a score from a logistic regression model. However, to define a logistic regression score, you must use the -predict- command, usually with the -xb- option.


I hope this helps.

Best wishes

Roger


At 21:24 21/11/2005, Luo wrote:

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!



Luo

----- Original Message ----- From: "Roger Newson" <roger.newson@kcl.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
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



--
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
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.

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--
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
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
  or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.

*
*   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/



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