Note that baton changing is not necessary.
(In the original, -lroc- passed a r(class) result to -myprog- which
passed it to -simulate-. However, if -myprog- is not made r(class) the
result needed will be lying around when -myprog- has finished.)
clear*
set obs 1000
//covariates
gen x1=rchi2(2)
gen x2=rnormal()
gen x3=runiform()
//DGP
gen y=runiform()< /*
*/ invlogit(1+0.3*x1+ /*
*/ 0.6*x2+0.5*x3)
program define myprog
preserve
bsample 1000
logistic y x1 x2 x3
qui lroc, nograph
restore
end
simulate roc=r(area), /*
*/ reps(100): myprog
list, noobs
Nick
[email protected]
Martin Weiss
BTW, -bsample- has no mandatory arguments, so it is your prerogative no
to
supply any, but it does not have any effect, then...
Martin Weiss
You also asked Stata for "r(area)", although your "prog" returns
"r(roc)"...
Here is a possible solution:
******
capt pr drop myprog
clear*
set obs 1000
//covariates
gen x1=rchi2(2)
gen x2=rnormal()
gen x3=runiform()
//DGP
gen y=runiform()< /*
*/ invlogit(1+0.3*x1+ /*
*/ 0.6*x2+0.5*x3)
program define myprog, rclass
preserve
bsample 1000
logistic y x1 x2 x3
qui lroc, nograph
return scalar roc=r(area)
restore
end
simulate roc=r(roc), /*
*/ reps(100): myprog
list, noobs
Andrzej Niemierko
What's the reason that the below -simulate command creates all missing
values for the scalar roc? Also, is it possible to suppress plotting of
the
ROC curves after each -lroc?
program define prog, rclass
preserve
bsample
logistic y x1 x2 x3
lroc
return scalar roc=r(area)
restore
end
simulate roc=r(area), reps(100): prog
*
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