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From | Babak Oskooei <babak_cho@yahoo.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: Potential bug in Stata 11 |
Date | Thu, 20 May 2010 01:45:48 -0700 (PDT) |
Thanks to everyone who attended to my query/problem. Please see below the results of updata query on my Stata V11. Please bear in mind that my O/S is Windows XP Servise Pack 2. . update query (contacting http://www.stata.com) Stata executable folder: C:\Program Files\Stata11\ name of file: Stata.exe currently installed: 21 Oct 2009 latest available: 20 Apr 2010 Ado-file updates folder: C:\Program Files\Stata11\ado\updates\ names of files: (various) currently installed: 08 Dec 2009 latest available: 20 Apr 2010 Utilities updates folder: C:\Program Files\Stata11\utilities names of files: (various) currently installed: 21 Oct 2009 latest available: 11 Feb 2010 --- On Wed, 5/19/10, Philip Ryan <philip.ryan@adelaide.edu.au> wrote: > From: Philip Ryan <philip.ryan@adelaide.edu.au> > Subject: st: RE: Potential bug in Stata 11 > To: statalist@hsphsun2.harvard.edu > Date: Wednesday, May 19, 2010, 6:28 PM > Babak's code also works fine without > modification on my system (Stata/SE > v11, latest updates, Windows 64bit). > I note Phil Ender's system is a Mac. Kieran correctly > advised showing us > the result of a -update query- but Babak should also tell > us the o/s he is > using. It might be a platform dependent thing. > > Phil > > Philip Ryan > Professor and Director > Data Management & Analysis Centre > School of Population Health & Clinical Practice > University of Adelaide > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] > On Behalf Of Kieran McCaul > Sent: Thursday, 20 May 2010 7:30 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: RE: Potential bug in Stata 11 > > .... > > > I ran this on Stata 11 and it worked fine. > > If you type -update query- what do you get? > > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] > On Behalf Of Babak Oskooei > Sent: Wednesday, 19 May 2010 10:49 PM > To: Stata List > Subject: st: Potential bug in Stata 11 > > Dear Stata users, > > 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. Then > I fitt the Cox PH model to the simulated data. > > The code I wrote is: > > clear > set mem 200m > set obs 10000 > set seed 30101 > gen x = uniform() > gen y = invnorm(uniform()) > gen eta=y*4.159 > gen u=-ln(1-uniform())/0.02 /* exp dist > with given hazard */ > gen t=exp(-eta)*u > gen d=1 > > noi{ > stset t, failure(d) > stcox y, nohr > } > > *********************** Here is the output from Stata 11 > > . stset t, > failure(d) > > failure event: d != 0 & > d < . > obs. time interval: (0, t] > exit on or before: failure > > ------------------------------------------------------------------------ > ------ > 10000 total obs. > 0 exclusions > ------------------------------------------------------------------------ > ------ > 10000 obs. remaining, representing > 10000 failures in single record/single > failure data > 1.28e+11 total analysis time at risk, at risk from t > = 0 > > > earliest observed entry t = > 0 > > > last observed exit t = 1.25e+11 > . stcox y, nohr > > failure _d: d > analysis time _t: t > > Iteration 0: log likelihood = -82108.928 > Iteration 1: log likelihood = -71768.287 > Iteration 2: log likelihood = -70067.991 > Iteration 3: log likelihood = -69325.489 > Iteration 4: log likelihood = -68942.115 > flat region resulting in a missing likelihood > r(430); > . } > r(430); > > > *********************** Here is the output from Stata 9 > > > . stset t, > failure(d) > > failure event: d != 0 & > d < . > obs. time interval: (0, t] > exit on or before: failure > > ------------------------------------------------------------------------ > ------ > 10000 total obs. > 0 exclusions > ------------------------------------------------------------------------ > ------ > 10000 obs. remaining, representing > 10000 failures in single record/single > failure data > 1.28e+11 total analysis time at risk, at risk from t > = 0 > > > earliest observed entry t = > 0 > > > last observed exit t = 1.25e+11 > r; t=0.11 15:37:08 > . stcox y, nohr > > failure _d: d > analysis time _t: t > > Iteration 0: log likelihood = -82108.928 > Iteration 1: log likelihood = -71768.287 > Iteration 2: log likelihood = -70067.991 > Iteration 3: log likelihood = -69325.489 > Iteration 4: log likelihood = -68942.115 > Refining estimates: > Iteration 0: log likelihood = -68932.661 > Iteration 1: log likelihood = -68928.827 > Iteration 2: log likelihood = -68928.826 > > Cox regression -- no ties > > No. of subjects = 10000 > > Number of obs = > 10000 > No. of failures = 10000 > Time at risk = 1.28362e+11 > > > > LR chi2(1) = > 26360.20 > Log likelihood = -68928.826 > > Prob > chi2 = > 0.0000 > > ------------------------------------------------------------------------ > ------ > _t | > Coef. Std. Err. z > P>|z| [95% Conf. > Interval] > -------------+---------------------------------------------------------- > ------ > y > | 4.183923 .0341413 122.55 0.000 > 4.117007 > 4.250838 > ------------------------------------------------------------------------ > ------ > r; t=0.20 15:37:08 > . } > r; t=0.33 15:37:08 > > > > > *********************** > > > > I would be grateful if someone could help me to find out > what the > problem is. > > Kind regards > > Babak Oskooei > MRC Clinical Trial Unit > London > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > No virus found in this incoming message. > Checked by AVG - www.avg.com > Version: 9.0.819 / Virus Database: 271.1.1/2882 - Release > Date: 05/19/10 > 15:56:00 > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/