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st: Bootstrapping stepwise selected survival analysis variables
From
"Louis, Philippe" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Bootstrapping stepwise selected survival analysis variables
Date
Thu, 26 May 2011 11:40:07 +0000
Dear Stata users,
I am developing a survival analysis model. The regression coefficients were selected using the stepwise forward method:
stepwise, pr(.15) pe(.05) forward : stcox VARIABLES, vce(cluster VARIABLE)
I would like to use a bootstrap re-sampling procedure to study the stability of the stepwise selected model.
Thus, I am interested in determining which variables are consistently selected using bootstrapping with replacement from the original sample.
So far I have unsuccessfully tried to write some code using bsample and simulate.
Any help or suggestions would be appreciated.
Philippe
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