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From | Megan Valentine <Megan.Valentine@newcastle.edu.au> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Boosted regression |
Date | Tue, 11 Dec 2012 16:09:38 +1100 |
Dear Stata Users I am trying to use boosted regression in STATA 11, following the example set by Shenyang Guo to conduct some Propensity Score Analysis. I have included Guo's example code and output and my problem code below. The influence should add up to 100%, but mine is 0% and one variable has no influence recorded. the variables are a mixture of continuous, dichotomous and ordinal variables, and service (and kuse) are treatment (Y/N) variables. Any thoughts?? Thanks Meg Test Example Code boost kuse pcg_adc age97 mratio96 pcged97 black, distribution(logistic) maxiter(1000) trainfraction(0.8) pred(ps) int er(4) shrink(.0005) influence Output influence Distribution=logistic predict=ps Trainfraction=.8 Shrink=.0005 Bag=.5 maxiter=1000 Interaction=4 Fitting ... Assessing Influence ... Predicting ... bestiter= 1000 Test R2= .13907204 trainn= 802 Train R2= .18065613 Influence of each variable (Percent): pcg_adc 4.75571 age97 1.4344578 mratio96 88.972091 pcged97 2.9557829 black 1.8819586 My problem example Code boost service prem multbirth zbwz teachyear schinvolv homeck teachqual parentpar dremote2 male disab repeated daanga dacons heavydr dwphysoi dsep ageyears faredn, distribution(logistic) maxiter(1000) trainfraction(0.8) pred(ps) inter(4) shrink(.0005) influence Output influence Distribution=logistic predict=ps Trainfraction=.8 Shrink=.0005 Bag=.5 maxiter=1000 Interaction=4 Fitting ... Assessing Influence ... Predicting ... bestiter= 1000 Test R2= .04586068 trainn= 1549 Train R2= .07024484 Influence of each variable (Percent): prem 0 multbirth 0 zbwz . teachyear 0 schinvolv 0 homeck 0 teachqual 0 parentpar 0 dremote2 0 male 0 disab 0 repeated 0 daanga 0 dacons 0 heavydr 0 dwphysoi 0 dsep 0 ageyears 0 faredn 0 Megan Valentine Discipline of Statistics School of Mathematical & Physical Sciences Science Offices University of Newcastle megan.valentine@newcastle.edu.au * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/