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st: why the bootstrap fails
Dear Statalist members,
I am puzzled why a weighted Cox regression (called BASIC ANALYSIS)
would fail when I use that same code within a bootstrap (called
BOOTSTRAP ANALYSIS below). Can anyone offer insight into how I might
find the answer to this question?
BASIC ANALYSIS:
* fit the full model used in Traditional Cox
logit tcm dxage sex race txsurg
*estimate probability of treatment
predict p_tcm_ALL
gen p_notcm_ALL = 1-p_tcm_ALL if tcm==0
replace p_tcm_ALL =p_notcm_ALL if tcm==0
*create stabilized weight==P(A)/P(A|W)
logit tcm
predict p_ALL
gen p_noALL=1-p_ALL if tcm==0
replace p_ALL = p_noALL if tcm==0
gen wt_stab_ALL=p_ALL/p_tcm_ALL
stset datedied [iweight=wt_stab_ALL], failure(failed)
origin(datedx) scale(30.4375)
* cox
stcox tcm
BOOTSTRAP ANALYSIS:
capture program drop msmcox_stageIIIA_includeIPTWd
program define msmcox_stageIIIA_includeIPTWd, rclass
INSERT SAME MODEL AS ABOVE
indeplist, local
foreach var of varlist `X' {
return scalar `var' = _b[`var']
}
end
set seed 12358
bootstrap tcm=r(tcm), eform reps(50): msmcox_stageIIIA_includeIPTWd
*
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