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From |
Michael McCulloch <mm@pinest.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: why the bootstrap fails |

Date |
Thu, 30 Aug 2007 08:10:28 -0700 |

Thanks Stan, the bootstrap is used for inference as it's a Marginal Structural Models survival analysis. -noisily- does not work here, but I really appreciate the suggestion!

Comments from others would also be greatly appreciated.

Many thanks to all,

Michael

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. * * 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/

* * 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/

**References**:**Re: st: why the bootstrap fails***From:*"Stas Kolenikov" <skolenik@gmail.com>

**Re: st: why the bootstrap fails***From:*"Stas Kolenikov" <skolenik@gmail.com>

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