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st: Bootstrapping stepwise selected survival analysis variables


From   "Louis, Philippe" <Philippe.Louis@econ.kuleuven.be>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrapping stepwise selected survival analysis variables
Date   Thu, 26 May 2011 11:40:07 +0000

Dear Stata users,

I am developing a survival analysis model. The regression coefficients were selected using the stepwise forward method:
stepwise, pr(.15) pe(.05) forward : stcox VARIABLES, vce(cluster VARIABLE)

I would like to use a bootstrap re-sampling procedure to study the stability of the stepwise selected model. 
Thus, I am interested in determining which variables are consistently selected using bootstrapping with replacement from the original sample.

So far I have unsuccessfully tried to write some code using bsample and simulate.

Any help or suggestions would be appreciated.

Philippe

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