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st: simulate


From   Andrzej Niemierko <aniemierko@PARTNERS.ORG>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: simulate
Date   Fri, 04 Sep 2009 10:36:22 -0400

I am trying to validate my logistic regression model by calculating a
distribution of area under the ROC curve for bootstrap samples of my
original data. After estimation using -logistic command I can run my little
program below several times without a problem and getting what I want.

capture program drop mysim
program define mysim
    preserve
    bsample
        lroc, nograph
    restore
end

However, when I try to use the -simulation command it looks as my model is
dropped from memory:

simulate area=r(area), reps(100): mysim

last estimates not found
an error occurred when simulate executed mysim
r(301);

Using -outsample option for lroc doesn't change the behavior of -simulate (I
get the same error message) but it is not allowed for just running mysim
program (with error message: option outsample not allowed
r(198);).

Any help would be appreciated.

Andrzej






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