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Re: st: RE: Potential bug in Stata 11


From   Babak Oskooei <[email protected]>
To   [email protected]
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 <[email protected]> wrote:

> From: Philip Ryan <[email protected]>
> Subject: st: RE: Potential bug in Stata 11
> To: [email protected]
> 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: [email protected]
> [mailto:[email protected]]
> On Behalf Of Kieran McCaul
> Sent: Thursday, 20 May 2010 7:30 AM
> To: [email protected]
> 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: [email protected]
> [mailto:[email protected]]
> 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
> 
> 
> 
>       
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