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st: -bs- with the xi: prefix and -gologit2-


From   Sara Mottram <s.mottram@cphc.keele.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: -bs- with the xi: prefix and -gologit2-
Date   Fri, 29 Feb 2008 13:31:38 +0000

Please forgive this basic question. I'm not very confident with bootstrapping.

I am trying to get an estimate of bias in the regression coefficients from a partial proportional odds model that I have fitted using -gologit2-. A colleague tells me that she has previously obtained an estimate of bias from the -logit- function using -bs- in Stata 7. I can replicate this (with -logit-) as long as I don't have any indicator variables (i.e. I don't use the xi: prefix) in Stata 9.2. However, the output I get when I use -bs- with -gologit2- doesn't make much sense, I get too many sets of coefficients (5, when I only 3 levels to my dependent variable - see output below).

. bs "gologit2 cohortsev agegrp1 agegrp2 agegrp3 gender ass_4 rad_k ffdef knflex, npl(gender)" _b _se

command: gologit2 cohortsev agegrp1 agegrp2 agegrp3 gender ass_4 rad_k ffdef knflex , npl(gender)
statistics: b_agegrp2 = [None]_b[agegrp2]
b_agegrp3 = [None]_b[agegrp3]
b_gender = [None]_b[gender]
b_ass_4 = [None]_b[ass_4]
b_rad_k = [None]_b[rad_k]
b_ffdef = [None]_b[ffdef]
b_knflex = [None]_b[knflex]
b_cons = [None]_b[_cons]
b_1agegrp2 = [Mild]_b[agegrp2]
b_1agegrp3 = [Mild]_b[agegrp3]
b_1gender = [Mild]_b[gender]
b_1ass_4 = [Mild]_b[ass_4]
b_1rad_k = [Mild]_b[rad_k]
b_1ffdef = [Mild]_b[ffdef]
b_1knflex = [Mild]_b[knflex]
b_1cons = [Mild]_b[_cons]
se_agegrp2 = [None]_se[agegrp2]
se_agegrp3 = [None]_se[agegrp3]
se_gender = [None]_se[gender]
se_ass_4 = [None]_se[ass_4]
se_rad_k = [None]_se[rad_k]
se_ffdef = [None]_se[ffdef]
se_knflex = [None]_se[knflex]
se_cons = [None]_se[_cons]
se_1ageg~2 = [Mild]_se[agegrp2]
se_1ageg~3 = [Mild]_se[agegrp3]
se_1gender = [Mild]_se[gender]
se_1ass_4 = [Mild]_se[ass_4]
se_1rad_k = [Mild]_se[rad_k]
se_1ffdef = [Mild]_se[ffdef]
se_1knflex = [Mild]_se[knflex]
se_1cons = [Mild]_se[_cons]
note: label truncated to 80 characters

Bootstrap statistics Number of obs = 695
Replications = 50

------------------------------------------------------------------------------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
b_agegrp2 | 50 .8023604 -.8493435 .8232245 -.8519712 2.456692 (N)
| -1.029455 1.120293 (P)
| -.7181095 1.149808 (BC)
b_agegrp3 | 23 1.613888 .0510502 .219334 1.159017 2.068759 (N)
| 1.362029 2.222399 (P)
| 1.362029 2.222399 (BC)
b_gender | 50 .7143635 .0192722 .2133874 .2855455 1.143182 (N)
| .3096491 1.162701 (P)
| .2976162 1.162701 (BC)
b_ass_4 | 50 .410215 -.0474633 .2559171 -.1040697 .9244998 (N)
| -.0704969 .8251594 (P)
| -.0490323 .9484665 (BC)
b_rad_k | 50 -.6291185 -.0027164 .2513221 -1.134169 -.1240678 (N)
| -1.166821 -.1492876 (P)
| -1.166821 -.1492876 (BC)
b_ffdef | 50 1.477184 .0457175 .3246976 .8246799 2.129688 (N)
| .9675916 2.039259 (P)
| .6020367 1.888914 (BC)
b_knflex | 50 1.39712 -.0603133 .2741078 .8462799 1.947961 (N)
| .8755013 1.961069 (P)
| .9153236 2.106204 (BC)
b_cons | 50 -3.772725 .9204005 1.068858 -5.920676 -1.624773 (N)
| -4.847654 -.9911599 (P)
| -4.865833 -2.332712 (BC)
b_1agegrp2 | 50 .8023604 -.8493435 .8232245 -.8519712 2.456692 (N)
| -1.029455 1.120293 (P)
| -.7181095 1.149808 (BC)
b_1agegrp3 | 23 1.613888 .0510502 .219334 1.159017 2.068759 (N)
| 1.362029 2.222399 (P)
| 1.362029 2.222399 (BC)
b_1gender | 50 -.0356487 .0117261 .1829494 -.4032992 .3320018 (N)
| -.3514609 .2623091 (P)
| -.4675419 .2623091 (BC)
b_1ass_4 | 50 .410215 -.0474633 .2559171 -.1040697 .9244998 (N)
| -.0704969 .8251594 (P)
| -.0490323 .9484665 (BC)
b_1rad_k | 50 -.6291185 -.0027164 .2513221 -1.134169 -.1240678 (N)
| -1.166821 -.1492876 (P)
| -1.166821 -.1492876 (BC)
b_1ffdef | 50 1.477184 .0457175 .3246976 .8246799 2.129688 (N)
| .9675916 2.039259 (P)
| .6020367 1.888914 (BC)
b_1knflex | 50 1.39712 -.0603133 .2741078 .8462799 1.947961 (N)
| .8755013 1.961069 (P)
| .9153236 2.106204 (BC)
b_1cons | 50 -4.206401 .9271253 1.043046 -6.302479 -2.110322 (N)
| -5.076808 -1.548373 (P)
| -5.128612 -2.800457 (BC)
se_agegrp2 | 50 .1771546 .0077713 .0072581 .162569 .1917403 (N)
| .173128 .1969959 (P)
| .1710746 .1880535 (BC)
se_agegrp3 | 23 .2038915 .002957 .0034246 .1967893 .2109936 (N)
| .2009553 .2119513 (P)
| .2009553 .2098833 (BC)
se_gender | 50 .1850463 .0015962 .004902 .1751954 .1948973 (N)
| .1800057 .1978476 (P)
| .1794556 .1946131 (BC)
se_ass_4 | 50 .2140505 .001657 .0116807 .1905771 .2375238 (N)
| .1998482 .2409628 (P)
| .1998482 .2409628 (BC)
se_rad_k | 50 .2326257 .0043931 .0115427 .2094297 .2558217 (N)
| .2128248 .2567449 (P)
| .2114028 .2480152 (BC)
se_ffdef | 50 .2865268 .003983 .0248618 .2365652 .3364884 (N)
| .2530232 .3446471 (P)
| .2467398 .3446471 (BC)
se_knflex | 50 .259986 .0014732 .0166322 .2265624 .2934096 (N)
| .2325539 .2922703 (P)
| .2314252 .2922703 (BC)
se_cons | 50 .5996358 .0094903 .0215319 .5563658 .6429057 (N)
| .5705682 .6594479 (P)
| .5588557 .6280385 (BC)
se_1agegrp2 | 50 .1771546 .0077713 .0072581 .162569 .1917403 (N)
| .173128 .1969959 (P)
| .1710746 .1880535 (BC)
se_1agegrp3 | 23 .2038915 .002957 .0034246 .1967893 .2109936 (N)
| .2009553 .2119513 (P)
| .2009553 .2098833 (BC)
se_1gender | 50 .1761007 .0017658 .003134 .1698026 .1823987 (N)
| .1727841 .1837342 (P)
| .1725901 .1803827 (BC)
se_1ass_4 | 50 .2140505 .001657 .0116807 .1905771 .2375238 (N)
| .1998482 .2409628 (P)
| .1998482 .2409628 (BC)
se_1rad_k | 50 .2326257 .0043931 .0115427 .2094297 .2558217 (N)
| .2128248 .2567449 (P)
| .2114028 .2480152 (BC)
se_1ffdef | 50 .2865268 .003983 .0248618 .2365652 .3364884 (N)
| .2530232 .3446471 (P)
| .2467398 .3446471 (BC)
se_1knflex | 50 .259986 .0014732 .0166322 .2265624 .2934096 (N)
| .2325539 .2922703 (P)
| .2314252 .2922703 (BC)
se_1cons | 50 .6011292 .0097523 .0215747 .5577733 .6444852 (N)
| .5780582 .6642864 (P)
| .5639434 .6284492 (BC)
------------------------------------------------------------------------------

I can use -xi:- with -bootstrap- and -gologit2-, but this doesn't give me an estimate of bias. I thought there might be an option to specify to ask for an estimate of bias using this command, but I can't work out what it is. Does anyone know what this might be please, or of another way I can get this value?

. xi: bootstrap, reps(5): gologit2 cohortsev i.agegrp gender i.bmigrp ass_4 rad_k i.k8 i.eff ffdef knflex i.ccrep, npl(gend

er _Iage*)
i.agegrp _Iagegrp_1-3 (naturally coded; _Iagegrp_1 omitted)
i.bmigrp _Ibmigrp_1-3 (naturally coded; _Ibmigrp_1 omitted)
i.k8 _Ik8_1-4 (naturally coded; _Ik8_1 omitted)
i.eff _Ieff_1-3 (naturally coded; _Ieff_1 omitted)
i.ccrep _Iccrep_1-3 (naturally coded; _Iccrep_1 omitted)
(running gologit2 on estimation sample)

Bootstrap replications (5)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .....

Generalized Ordered Logit Estimates Number of obs = 695
Replications = 5
Wald chi2(4) = 56.68
Prob > chi2 = 0.0000
Log likelihood = -590.14037 Pseudo R2 = 0.2204

( 1) [None]_Ibmigrp_2 - [Mild]_Ibmigrp_2 = 0
( 2) [None]_Ibmigrp_3 - [Mild]_Ibmigrp_3 = 0
( 3) [None]ass_4 - [Mild]ass_4 = 0
( 4) [None]rad_k - [Mild]rad_k = 0
( 5) [None]_Ik8_2 - [Mild]_Ik8_2 = 0
( 6) [None]_Ik8_3 - [Mild]_Ik8_3 = 0
( 7) [None]_Ik8_4 - [Mild]_Ik8_4 = 0
( 8) [None]_Ieff_2 - [Mild]_Ieff_2 = 0
( 9) [None]_Ieff_3 - [Mild]_Ieff_3 = 0
(10) [None]ffdef - [Mild]ffdef = 0
(11) [None]knflex - [Mild]knflex = 0
(12) [None]_Iccrep_2 - [Mild]_Iccrep_2 = 0
(13) [None]_Iccrep_3 - [Mild]_Iccrep_3 = 0
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
cohortsev | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
None |
_Iagegrp_2 | .7123798 .2264505 3.15 0.002 .2685449 1.156215
_Iagegrp_3 | 1.043262 .3293716 3.17 0.002 .3977058 1.688819
gender | .7721331 .2206287 3.50 0.000 .3397087 1.204557
_Ibmigrp_2 | .591031 .220149 2.68 0.007 .1595469 1.022515
_Ibmigrp_3 | 1.178145 .0788703 14.94 0.000 1.023562 1.332728
ass_4 | .4632416 .1068037 4.34 0.000 .2539102 .672573
rad_k | -.8335499 .1778562 -4.69 0.000 -1.182142 -.4849582
_Ik8_2 | .2250947 .1985405 1.13 0.257 -.1640375 .6142268
_Ik8_3 | 1.034946 .1822769 5.68 0.000 .6776894 1.392202
_Ik8_4 | .9789583 .3139054 3.12 0.002 .3637149 1.594202
_Ieff_2 | 1.190831 .2221256 5.36 0.000 .7554726 1.626189
_Ieff_3 | .7200264 .3638055 1.98 0.048 .0069808 1.433072
ffdef | 1.351051 .3402529 3.97 0.000 .6841678 2.017935
knflex | .884254 .2231974 3.96 0.000 .4467951 1.321713
_Iccrep_2 | .3234199 .2591339 1.25 0.212 -.1844732 .831313
_Iccrep_3 | 1.046906 .2365906 4.42 0.000 .5831972 1.510615
_cons | -4.456467 .6726127 -6.63 0.000 -5.774763 -3.13817
-------------+----------------------------------------------------------------
Mild |
_Iagegrp_2 | .7309714 .2866294 2.55 0.011 .169188 1.292755
_Iagegrp_3 | 1.809441 .3000004 6.03 0.000 1.221451 2.397431
gender | -.0449617 .2200139 -0.20 0.838 -.4761811 .3862577
_Ibmigrp_2 | .591031 .220149 2.68 0.007 .1595469 1.022515
_Ibmigrp_3 | 1.178145 .0788703 14.94 0.000 1.023562 1.332728
ass_4 | .4632416 .1068037 4.34 0.000 .2539102 .672573
rad_k | -.8335499 .1778562 -4.69 0.000 -1.182142 -.4849582
_Ik8_2 | .2250947 .1985405 1.13 0.257 -.1640375 .6142268
_Ik8_3 | 1.034946 .1822769 5.68 0.000 .6776894 1.392202
_Ik8_4 | .9789583 .3139054 3.12 0.002 .3637149 1.594202
_Ieff_2 | 1.190831 .2221256 5.36 0.000 .7554726 1.626189
_Ieff_3 | .7200264 .3638055 1.98 0.048 .0069808 1.433072
ffdef | 1.351051 .3402529 3.97 0.000 .6841678 2.017935
knflex | .884254 .2231974 3.96 0.000 .4467951 1.321713
_Iccrep_2 | .3234199 .2591339 1.25 0.212 -.1844732 .831313
_Iccrep_3 | 1.046906 .2365906 4.42 0.000 .5831972 1.510615
_cons | -5.266949 .7475724 -7.05 0.000 -6.732164 -3.801734
------------------------------------------------------------------------------

Best wishes,
Sara



Sara Mottram
Research Assistant: Biostatistics
Primary Care Musculoskeletal Research Centre
Primary Care Sciences
Keele University
Staffordshire, ST5 5BG
Tel: +44 (0) 1782 584711
Fax: +44 (0) 1782 583911
Email: s.mottram@cphc.keele.ac.uk

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