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Re: st: Re: limiting observations within a program

From   Michael McCulloch <>
Subject   Re: st: Re: limiting observations within a program
Date   Thu, 2 Oct 2008 16:56:16 -0700

Thanks Martin. This is my program. It first estimates probability of receiving treatment (called "tcm"), and then weights the data for -stcox-. There was one observation in which the weight was missing, I'm attempting to include a line in my program to drop that one observation.

capture program drop msmcox_stageALL_includeIPTWd
program define msmcox_stageALL_includeIPTWd, rclass
tempname p_tcm_ALL p_notcm_ALL p_ALL p_noALL wt_stab_ALL

* fit the full model used in Traditional Cox
logit tcm dxage sex celltype txsurg txrad txchemo

*estimate probability of treatment
predict `p_tcm_ALL'
gen `p_notcm_ALL' = 1-`p_tcm_ALL' if tcm==0 //want p(tcm) for both users and nonusers
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 the data
stset lastcontact [`iweight=wt_stab_ALL'], failure(failed) origin(datedx) scale(30.4375) /*wt: stabilized IPTW*/

* cox
stcox tcm if `wt_stab_ALL'!=.
indeplist, local
foreach var of varlist `X' {
return scalar `var' = exp(_b[`var'])
end set seed 12358
eststo MSM_t_I: bootstrap tcm=r(tcm), eform reps(10): msmcox_stageALL_includeIPTWd

That is too little info. How does `var1' come into existence? A -bootstrap- would cycle through the -program- several times, so that is an important issue. Also -set trace on- and let us know the output...

----- Original Message ----- From: "Michael McCulloch" <>
To: "Statalist" <>
Sent: Friday, October 03, 2008 1:10 AM
Subject: st: limiting observations within a program

I've written a short program which estimates a probability of censoring, and have a question. The program works as written, but if I add the following line:

drop if `var1'==.

the program returns error message:

"varlist required an error occurred when bootstrap executed program1

Any assistance would be appreciated!


Best wishes,
Michael McCulloch

Pine Street Foundation
124 Pine St., San Anselmo, CA 94960-2674
Tel: (415) 407-1357
Fax: (415) 485-1065
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