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| From | Steve Samuels <sjsamuels@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Collect and combine CIs of ROC curves from bootstrapped datasets |
| Date | Tue, 10 Dec 2013 11:42:30 -0500 |
Haluk With multiple bootstrap samples, you combine data sets, not confidence intervals. If you have already created the data sets, -append- into one larger one and then run -bstat-. Some of the -bstat- results are available only in matrices, e.g. . matrix list e(ci_bc) // for bias-corrected CIs This advice was available to you in the Manual. If you are starting from scratch, then instead of doing, say, 10 bootstrap runs of B = 100 replicates each; do one run of B = 1,000 replicates instead. Follow -bootstrap- by -estat bootstrap, all-. I strongly recommend that you read the Altman reference below. There is Stata code for cross-validation in http://www.epibiostat.ucsf.edu/courses/roadmapk12/sigs/prediction.pdf. Reference: G Altman, Vergouwe Yvonne, Royston Patrick, and G M Moons Karel. 2009. Prognosis and prognostic research: validating a prognostic model. BMJ 338, available http://www.bmj.com/content/338/bmj.b605. Steve Steven J. Samuels 18 Cantine's Island Saugerties NY USA On Nov 28, 2013, at 9:53 AM, Haluk Vahaboglu wrote: Dear Stata listers, I am using Stata 12.1 for Linux 64. I am trying to generate a predictive scale for a binary outcome (coded as 1/0). My dataset includes 507 patients with 169 events. Eventually, I selected independent variables from a logistic model and developed a scale by giving ranks to eight variables. To validate internally the performance of this scale, I generate ROC curve and compare AUC to the gold standard. Also I want to estimate limits of CIs by collecting and combining CIs from for example 10 rounds of bootstrapped datasets. For this purpose, I use -rocreg- command of Stata or a user written ado file -bsrintercept- (by H. Glick, http://www.uphs.upenn.edu/dgimhsr/stat-roc.htm). My question is, can I generate these bootstrapped datasets iteratively and collect AUCs and CIs by means of a loop (or whatever) and combine these. I am unfamiliar with the jargon used among statisticians and additionally not native. Probably it would be very difficult to understand what I am trying to say. However, I am in desperate need for a bit of help and would be grateful. Haluk Vahaboğlu Inf Dis & Clin Micro * * 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/