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Re: st: why the bootstrap fails


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: why the bootstrap fails
Date   Thu, 30 Aug 2007 12:14:17 -0400

Michael McCulloch <mm@pinest.org>:
Not to beat a dead horse, "does not work" is uninformative.  The x in
the bootstrap output tells you that whatever commands you are running
are not producing the necessary output.  If you reframe your problem
using a dataset that ships with Stata or availabel via -webuse- (see
http://www.stata.com/help.cgi?streg for examples), you will get better
answers from the list. Does the program run if you just type
msmcox_stageIIIA_includeIPTWd at the command prompt?  If so, type
-return list- after that one run and verify r(tcm) is returned.

On 8/30/07, Michael McCulloch <mm@pinest.org> wrote:
> 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
>
> STAS, not Stan, wrote:
> >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.
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