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Re: st: why the bootstrap fails


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: why the bootstrap fails
Date   Thu, 30 Aug 2007 09:44:09 -0500

Try -bootstrap, noisily- (or whatever is the option that gives you
output from your model). -streg- does not return what -bootstrap- was
expecting, and the reasons for that might be repeated observations
that Cox models may not like, or something of a kind. And I would
personally want to see the bootstrap justified as the inference method
with Cox model -- the latter is weird enough in many respects, so the
bootstrap may not be working terribly well with it. I am not an expert
on survival at all, so I cannot say for sure.

On 8/30/07, Michael McCulloch <mm@pinest.org> wrote:
> >show your Stata output please. "fails" is a pretty broad term.
>
> Hello,
> I apologize for not having shown my output. I will restate my
> question here, with the output below:
>
> I am puzzled why the same weighted Cox regression, which works well
> when not within a bootstrap program (called BASIC ANALYSIS) would
> fail by saying there are insufficient observations when I use that
> same code within a bootstrap (called BOOTSTRAP ANALYSIS  below).
>
> The output after running my bootstrap is:
>
> Bootstrap replications (50)
> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
> xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50
> insufficient observations to compute bootstrap standard errors
> no results will be saved
> r(2000);
>
> Can anyone offer insight into how I might find the answer to this question?
>
>
> BASIC ANALYSIS:
> * fit the full model used in Traditional Cox
>         logit tcm dxage sex race txsurg
> *estimate probability of treatment
>         predict p_tcm_ALL
>         gen p_notcm_ALL = 1-p_tcm_ALL if tcm==0
>         replace p_tcm_ALL =p_notcm_ALL if tcm==0
> *create stabilized weight==P(A)/P(A|W)
>         logit tcm
>         predict p_ALL
>         gen p_noALL=1-p_ALL if tcm==0
>         replace p_ALL = p_noALL if tcm==0
>         gen wt_stab_ALL=p_ALL/p_tcm_ALL
>         stset datedied [iweight=wt_stab_ALL], failure(failed)
> origin(datedx) scale(30.4375)
> * cox
>         stcox tcm
>
> BOOTSTRAP ANALYSIS:
> capture program drop msmcox_stageIIIA_includeIPTWd
>         program define msmcox_stageIIIA_includeIPTWd, rclass
>
>         INSERT SAME MODEL AS ABOVE
>
>         indeplist, local
>         foreach var of varlist `X' {
>                 return scalar `var' = _b[`var']
>         }
> end
> set seed 12358
> bootstrap tcm=r(tcm), eform reps(50): msmcox_stageIIIA_includeIPTWd
>
>
> *
> *   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/
>


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name

Small print: Please do not reply to my Gmail address as I don't check
it regularly.
*
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