Re: st: Potential bug in Stata 11

[Philip Ender <ender97@gmail.com>]

Babak Oskooei <babak_cho@yahoo.com> wrote:

I have been conducting some simulations in Stata and faced a
computational problem in Stata 11. I run the same code in Stata 9 and
it gives me the right answer. I would be grateful for any feedback on
this. Below, I include the code and the output from both version 9 and
version 11. I am simply simulating conditional time-to-event data that
are exponentially distributed with one  normally distributed
covariate. ....
--------

Using Stata 11 running on Mac OX 10.6.3, I commented out the line that
generates x like this:

*gen x = uniform()

The code ran fine with these results:

Iteration 0:   log likelihood = -82108.928
Iteration 1:   log likelihood = -71818.568
Iteration 2:   log likelihood = -69286.528
Iteration 3:   log likelihood =  -69035.66
Iteration 4:   log likelihood = -69032.801
Iteration 5:   log likelihood = -69032.627
Refining estimates:
Iteration 0:   log likelihood = -69032.613
Iteration 1:   log likelihood = -69032.613

Cox regression -- no ties

No. of subjects =        10000                     Number of obs   =     10000
No. of failures =        10000
Time at risk    =   1679070425
                                                   LR chi2(1)      =  26152.63
Log likelihood  =   -69032.613                     Prob > chi2     =    0.0000

------------------------------------------------------------------------------
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           y |   4.177157   .0343322   121.67   0.000     4.109867    4.244447
------------------------------------------------------------------------------

If the lise is not commented out then I get the same error message as Babak.

-- 
Phil Ender
UCLA Statistical Consulting Group
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