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Re: st: RE: simulate


From   Andrzej Niemierko <aniemierko@PARTNERS.ORG>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: simulate
Date   Fri, 04 Sep 2009 10:59:23 -0400

Nick,
I did call logistic before I ran -simulate or before I ran my little
program. I just didn't show it in my email. I also said that I get correct
estimates of r(area) from -lroc as many times as I run my program but not
when I use -simulate.
Andrzej




On 9/4/09 10:54 AM, "Nick Cox" <n.j.cox@durham.ac.uk> wrote:

> You didn't call -logistic-. Hence there is nothing to feed on.
> Rule 0: Check your code!
> 
> Nick 
> n.j.cox@durham.ac.uk
> 
> Andrzej Niemierko
> 
> 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);).
> 
> 
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