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# st: Boosted regression

 From Megan Valentine To statalist@hsphsun2.harvard.edu Subject st: Boosted regression Date Tue, 11 Dec 2012 16:09:38 +1100

```Dear Stata Users
I am trying to use boosted regression in STATA 11, following the example set by Shenyang Guo to conduct some Propensity Score Analysis.
I have included Guo's example code and output and my problem code below. The influence should add up to 100%, but mine is 0% and one variable has no influence recorded. the variables are a mixture of continuous, dichotomous and ordinal variables, and service (and kuse) are treatment (Y/N) variables.
Any thoughts??
Thanks
Meg

Test Example

Code
boost kuse pcg_adc age97 mratio96 pcged97 black, distribution(logistic) maxiter(1000) trainfraction(0.8) pred(ps) int er(4)  shrink(.0005) influence

Output
influence
Distribution=logistic
predict=ps
Trainfraction=.8 Shrink=.0005 Bag=.5 maxiter=1000 Interaction=4
Fitting ...
Assessing Influence ...
Predicting ...
bestiter= 1000
Test R2= .13907204
trainn= 802
Train R2= .18065613
Influence of each variable (Percent):
age97 1.4344578
mratio96 88.972091
pcged97 2.9557829
black 1.8819586

My problem example

Code
boost service prem multbirth zbwz teachyear schinvolv homeck teachqual parentpar dremote2 male disab repeated daanga dacons heavydr dwphysoi dsep ageyears faredn,   distribution(logistic)  maxiter(1000) trainfraction(0.8) pred(ps) inter(4)  shrink(.0005)  influence

Output
influence
Distribution=logistic
predict=ps
Trainfraction=.8 Shrink=.0005 Bag=.5 maxiter=1000 Interaction=4
Fitting ...
Assessing Influence ...
Predicting ...
bestiter= 1000
Test R2= .04586068
trainn= 1549
Train R2= .07024484
Influence of each variable (Percent):
prem 0
multbirth 0
zbwz .
teachyear 0
schinvolv 0
homeck 0
teachqual 0
parentpar 0
dremote2 0
male 0
disab 0
repeated 0
daanga 0
dacons 0
heavydr 0
dwphysoi 0
dsep 0
ageyears 0
faredn 0

Megan Valentine
Discipline of Statistics
School of Mathematical & Physical Sciences
Science Offices
University of Newcastle
megan.valentine@newcastle.edu.au

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