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# Re: st: Bootstrapping stepwise selected survival analysis variables

 From Maarten Buis To statalist@hsphsun2.harvard.edu Subject Re: st: Bootstrapping stepwise selected survival analysis variables Date Thu, 26 May 2011 14:27:12 +0200

On Thu, May 26, 2011 at 1:40 PM, Louis, Philippe wrote:
> 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.

*------------------------------------- begin example
-------------------------------------
// data preparation
webuse nhefs, clear
stset age_lung_cancer if age_lung_cancer < . [pw=swgt2], fail(lung_cancer)
gen byte married = marital_status == 2 if marital_status < .
gen byte black = revised_race == 3 if revised_race < .
tempfile orig
save `orig'

// preparations for the loop
tempfile results
tempname b memhold
local vars "former_smoker smoker male urban1 rural married black"
postfile `memhold' `vars' using `results'
local k = 20
_dots 0, title(Selecting varialbes in bootstrap samples) reps(`k')

// k (in this case 20) bootstrap samples
forvalues i = 1/`k' {
// get the bootstrap sample and estimate model
use `orig', clear
bsample
capture stepwise, pr(.15) pe(.05) forward : stcox `vars'

// gives you something to look at while the loop is running
nois _dots `i' `=_rc'

// get names of included variables
matrix `b' = e(b)
local incl : colnames `b'

// reset local res to empty
local res ""

// a variable gets a 1 if included and a 0 when not
foreach var of local vars {
if `: list var in incl' {
local res "`res' (1)"
}
else {
local res "`res' (0)"
}
}

// post those results
post `memhold' `res'
}
postclose `memhold'

// look at the results
use `results', clear
sum
list
*------------------------------- end example ------------------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

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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