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Re: st: Internal model validation


From   Eduardo Nunez <enunezb@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Internal model validation
Date   Fri, 2 Apr 2010 14:45:38 -0400

Hi Maarten,

I did follow your advise, but what I get is an error.
Here is the code used:

*------------ begin example ----------------
use "C:\Users\USER\Documents\BNP_CA125.dta", clear
stcox edad fe40 nyhahigh tas_ingresoCE naCEi hbCEi
i.ca125categ_bnp100, efron nolog
matrix b = e(b)

capture program drop mysim
program define mysim, rclass
    use "C:\Users\USER\Documents\BNP_CA125.dta", clear
    bsample
    estat concordance, beta(b)
    return scalar Harrell=r(C)
end

simulate Harrell=r(C), reps(100): mysim
sum area
*-------------- end example ---------------

And this is the error reported:

. use "C:\Users\USER\Documents\BNP_CA125.dta", clear

. stcox edad fe40 nyhahigh tas_ingresoCE naCEi hbCEi
i.ca125categ_bnp100, efron nolog

         failure _d:  exitusev
   analysis time _t:  exitusev_days/365.25
                 id:  pid

Cox regression -- Efron method for ties

No. of subjects =          293                     Number of obs   =       293
No. of failures =           91
Time at risk    =  511.0171116
                                                   LR chi2(9)      =    116.38
Log likelihood  =    -407.2559                     Prob > chi2     =    0.0000

------------------------------------------------------------------------------
          _t | Haz. Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        edad |   1.035378   .0138991     2.59   0.010     1.008492    1.062982
        fe40 |   1.871669   .4786707     2.45   0.014     1.133805    3.089726
    nyhahigh |   1.696011   .3991827     2.24   0.025     1.069265    2.690124
tas_ingres~E |    .982548   .0078511    -2.20   0.028       .96728     .998057
       naCEi |   .8740071   .0264654    -4.45   0.000      .823645    .9274486
       hbCEi |   .7615742   .0590108    -3.52   0.000     .6542695    .8864777
             |
ca125cat~100 |
          2  |   2.872742    1.18878     2.55   0.011     1.276609    6.464507
          3  |    6.13319   2.511045     4.43   0.000     2.749086     13.6831
          4  |   8.189165   3.506484     4.91   0.000     3.538077    18.95449
------------------------------------------------------------------------------

. matrix b = e(b)

.
. capture program drop mysim

. program define mysim, rclass
  1.     use "C:\Users\USER\Documents\BNP_CA125.dta", clear
  2.     bsample
  3.     estat concordance, beta(b)
  4.     return scalar Harrell=r(C)
  5. end

.
. simulate Harrell=r(C), reps(100): mysim
last estimates not found
an error occurred when simulate executed mysim
r(301);

end of do-file

r(301);


What Am i doing wrong? I would appreciate your help.

Eduardo





On Thu, Apr 1, 2010 at 11:46 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Eduardo Nunez asked:
>> I wonder if Stata (version 11) has a module to perform a Cox model
>> internal validation (mainly Harrell's C-statistics) using
>> bootstrapping?
>
> It is not pre-programmed, but it is not difficult to do in
> Stata. You can compute Harrel's C using -estat concordance-,
> see: -help stcox postestimation##estatcon-. You can do the
> bootstrap validation as in:
> http://www.stata.com/statalist/archive/2009-09/msg00180.html
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
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>

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