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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: dropped observations in bootstrap |

Date |
Sun, 7 Oct 2007 13:23:30 +0100 (BST) |

--- Michael McCulloch <mm@pinest.org> wrote: > I'm running a weighted Cox regression within a bootstrap program. > If I conduct the analysis program, step by step outside the bootstrap > > it runs just fine. > However, when I conduct the exact same analysis within the bootstrap > program, I get the error message: > > "Bootstrap replications (50) > ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 > xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50 > insufficient observations to compute bootstrap standard errors > no results will be saved > r(2000);" > > What I'd like to learn is: how can I discover what happened to those > observations during the bootstrap program? Note that these > observations are not dropped during the manual analysis outside the > bootstrap program. > > I've illustrated my code below, using an adapted version of Stata's > system data file cancer.dta. One step you can take is to call the program -msm- you created, outside -bootstrap- and see if it works, you can call it a second time and you will see that it no longer works because several variables are -generate-ed which already exist (where created during the first call to -msm-). How did I know to call -msm- twice? I made the same mistake you made many many times... One solution is to put the variables and weights in temporary variables, as is shown in the example below. Another usefull debuging tool is to first set trace on before calling -msm-, and it is probably useful to first set the tracedepth to 2 or 3, to avoid being swamped with output. *---------------- begin example that works ------------ sysuse cancer, replace ren died failed tab drug gen newdrug=0 replace newdrug=1 if drug==2|drug==3 drop drug rename newdrug drug tab drug gen yeartreated=2007 gen monthtreated=10 gen daytreated=05 gen addyear=0 replace addyear=1 if studytime>=12 & studytime<24 replace addyear=2 if studytime>=24 & studytime<36 replace addyear=3 if studytime>=36 gen addmonths=0 replace addmonths=studytime-12 if studytime>=12 & studytime<24 replace addmonths=studytime-24 if studytime>=24 & studytime<36 replace addmonths=studytime-36 if studytime>36 gen yeardied=2007 replace yeardied= yeartreated + addyear if addyear!=0 list yeartreated yeardied addyear gen monthdied=10 replace monthdied = monthtreated + addmonths if addmonths!=0 list monthtreated monthdied addmonths replace yeardied=yeardied+1 if monthdied>=12 & monthdied<24 gen newmonthdied=monthdied replace newmonthdied=monthdied-12 if monthdied>=12 & monthdied<24 replace newmonthdied=monthdied-24 if monthdied>=24 drop monthdied gen monthdied = newmonthdied drop newmonthdied gen daydied=05 replace monthdied=monthdied+studytime if studytime<12 replace yeardied=yeardied+1 if monthdied>12 replace monthdied =monthdied-12 if monthdied>12 gen datedx = mdy(monthtreated, daytreated, yeartreated) format datedx %d gen datedied = mdy(monthdied, daydied, yeardied) format datedied %d sort datedied list datedx datedied studytime * PART 2 capture program drop msm program define msm, rclass tempname p_tcm_ALL p_notcm_ALL p_ALL p_noALL wt_stab_ALL * fit the full model used in Traditional Cox logit drug age *estimate probability of treatment predict `p_tcm_ALL' gen `p_notcm_ALL' = 1-`p_tcm_ALL' if drug==0 *want p(drug) for both users and nonusers replace `p_tcm_ALL' =`p_notcm_ALL' if drug==0 *create stabilized weight==P(A)/P(A|W) logit drug predict `p_ALL' gen `p_noALL'=1-`p_ALL' if drug==0 replace `p_ALL' = `p_noALL' if drug==0 gen `wt_stab_ALL'=`p_ALL'/`p_tcm_ALL' * stset the data stset datedied [iweight=`wt_stab_ALL'], failure(failed) /// origin(datedx) scale(30.4375) /*wt: stabilized IPTW*/ * cox stcox drug indeplist, local foreach var of varlist `X' { return scalar `var' = _b[`var'] } end set seed 12358 bootstrap drug=r(drug), eform reps(50): msm *---------------------- end example that works ----------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: dropped observations in bootstrap***From:*Michael McCulloch <mm@pinest.org>

**References**:**st: dropped observations in bootstrap***From:*Michael McCulloch <mm@pinest.org>

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