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

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: troubleshooting code for simulating survival data |

Date |
Thu, 29 May 2008 09:25:12 -0700 |

Thank you Nick for pointing out areas of programming I don't yet know well.

Three replies:

1. The purpose of my program is to simulate survival data. I want to run this program with -simulate-. (My broader aim is to use these simulated data to validate a Marginal Structural Models program which I'm using on real data.)

2. I wanted -indeplist- because once the model with no covariates works, I'll add them.

3. As for local macro X, that bit of code:

foreach var of varlist `X' {

return scalar `var' = exp(_b[`var'])

}

is supposed to give me the hazard ratios for independent variable(s) of the line:

stcox a

so, how would I modify this to address the "X" issue?

Many thanks,

Michael

This trace does not add to what you know already. One alternative is to

increase the trace depth, but the program is sufficiently short that

line-by-line scrutiny pays dividends.

Your bootstrap command expects to see a scalar r(a).

This will be produced if, and only if, the local macro X contains a.

But

First, Svend pointed out that local macro X is never defined by your

program. Nor is it defined by -indeplist-. -indeplist, local- defines a

local locnames, as its help indicates. You do not address this point in

your reply.

Second, you are calling -stcox- without covariates, so I see no point in

firing up -indeplist- to find out what your covariates are. One of

those things is either wrong or irrelevant.

I don't understand exactly what your program is trying to do but it does

appear buggy.

You may also be getting confused between a and `a', which are quite

different beasts.

The variable `id' does nothing in your program. I don't know if that

matters. My guess is not.

Nick

n.j.cox@durham.ac.uk

Michael McCulloch

Thanks Svend. I've re-run the program preceded by

. set tracedepth 1

. set trace on

and here is what is returned, but I'm not sure how to understand the

error messages given.

********* begin command *************

. capture program drop sim_surv

. program define sim_surv, rclass

1. tempname lambda a id t

2. set obs 10 //create 10 observations

3. gen `id'=_n //Create ID numbers

4. set seed 1235 //set random number seed for reproducibility

5. gen `a'=0 + int(2*uniform()) //Generate treatment:

discrete 0/1 uniform random variable

s6. gen `lambda'=-2 7. gen `t'=(ln(uniform())/(`lambda'*exp(-0.8*`a'))) // using Bender, 2005 8. stset `t' 9. stcox `t' 10. indeplist, local 11. foreach var of varlist `X' { 12. return scalar `var' = exp(_b[`var']) 13. } 14. . end . set seed 12358 . bootstrap a=r(a), eform reps(10): sim_surv ********* begin response ************* ------------------------------------------------------------------------ ------ begin bootstrap --- - version 9, missing - local version : di "version " string(_caller()) ", missing:" - if _caller() < 9 { capture syntax [anything] using [, * ] if !c(rc) { if _by() { error 190 } `version' bootstrap_8 `0' exit } } - capture _on_colon_parse `0' = capture _on_colon_parse a=r(a), eform reps(10): sim_surv - if c(rc) | `"`s(after)'"' == "" { = if c(rc) | `" sim_surv"' == "" { gettoken old : 0 , qed(qed) if `qed' { `version' bootstrap_8 `0' exit } else if "`old'" != "" { capture which `old' if !c(rc) { `version' bootstrap_8 `0' exit } capture program list `old' if !c(rc) { `version' bootstrap_8 `0' exit } } capture syntax [, * ] if !c(rc) { if _caller() < 9 { `version' bootstrap_8 `0' exit } if "`e(prefix)'" != "bootstrap" { error 301 } `version' Display `0' exit } else { `version' bootstrap_8 `0' exit } } - preserve - `version' BootStrap `0' = version 9.2, missing: BootStrap a=r(a), eform reps(10): sim_surv (running sim_surv on estimation sample) 'r(a)' evaluated to missing in full sample ------------------------------------------------------------------------ -------- end bootstrap --- r(322);Michael McCulloch wrote: I've written the following do-file to simulate survival data, in the case of exponential distribution with one treatment variable (a) and no covariates. The code works when not in a program, and returns the specified Beta-coefficient (-0.8). May I ask for help in fine-tuning the program? I'm getting error message: " 'r(a)' evaluated to missing in full sample". clear capture program drop sim_surv program define sim_surv, rclass tempname lambda a id t set obs 10 //create 10 observations gen `id'=_n //Create ID numbers set seed 1235 //set random number seed for reproducibility gen `a'=0 + int(2*uniform()) //Generate treatment: discrete 0/1 uniform random variables gen `lambda'=-2 gen `t'=(ln(uniform())/(`lambda'*exp(-0.8*`a'))) // using Bender, 2005 stset `t' stcox `t' indeplist, local foreach var of varlist `X' { return scalar `var' = exp(_b[`var']) } end set seed 12358 bootstrap a=r(a), eform reps(10): sim_surv ============================================================== It seems that contents of the local macro `X' is not defined within the program. That may explain why the code works when not in a program, but not in this program. To examine such problems try: set tracedepth 1 set trace on Other advice: Tell which command in the program that gave rise to the error message, by copying and pasting both command and response to you mai..* * 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/

**Follow-Ups**:**RE: st: troubleshooting code for simulating survival data***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**Re: st: troubleshooting code for simulating survival data***From:*Svend Juul <SJ@SOCI.AU.DK>

**Re: st: troubleshooting code for simulating survival data***From:*Michael McCulloch <mm@pinest.org>

**RE: st: troubleshooting code for simulating survival data***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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