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st: AW: AW: simulate using lroc


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: AW: simulate using lroc
Date   Thu, 3 Sep 2009 19:01:26 +0200

<>

BTW, -bsample- has no mandatory arguments, so it is your prerogative no to
supply any, but it does not have any effect, then...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Donnerstag, 3. September 2009 18:52
An: [email protected]
Betreff: st: AW: simulate using lroc


<>

You also asked Stata for "r(area)", although your "prog" returns "r(roc)"...



Here is a possible solution:


******
capt pr drop myprog

clear*
set obs 1000

//covariates
gen x1=rchi2(2)  
gen x2=rnormal()   
gen x3=runiform()

//DGP
gen y=runiform()< /* 
 */ invlogit(1+0.3*x1+ /* 
 */ 0.6*x2+0.5*x3)


program define myprog, rclass
    preserve
    bsample 1000
        logistic y x1 x2 x3
        qui lroc, nograph
        return scalar roc=r(area)
    restore
end

simulate roc=r(roc),  /* 
 */ reps(100): myprog


list, noobs

******


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Andrzej
Niemierko
Gesendet: Donnerstag, 3. September 2009 18:08
An: Stata
Betreff: st: simulate using lroc

What's the reason that the below -simulate command creates all missing
values for the scalar roc? Also, is it possible to suppress plotting of the
ROC curves after each -lroc?

Andrzej


program define prog, rclass
    preserve
    bsample
        logistic y x1 x2 x3
        lroc
        return scalar roc=r(area)
    restore
end

simulate roc=r(area), reps(100): prog



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