Thanks, this works very well for me. I used this routine in a stepwise
regression analysis. I wonder whether it is possible to count how many times
a certain variable is selected out of the total number of bootstrap
repetitions. If so, does anyone know how to implement this in the rclass
program below?
-----Oorspronkelijk bericht-----
Van: May Boggess [mailto:[email protected]]
Verzonden: vrijdag 9 juli 2004 17:42
Aan: [email protected]
Onderwerp: Re: st: obtaining AUC at each iteration when bootstrapping a
logistic reg ression model
On Friday, Marieke asked:
> In order to validate internally and asses overfitting in a logistic
> regression model, I performed bootstrapping. However, I noticed that it is
> impossible to get the AUC (from lroc) for each repetition. Does anyone
know
> how I can solve this.
>
We can write a small rclass program to save the area each time.
Here is an example:
program drop myboot
program myboot, rclass
logit for rep
lroc, nograph
ret list
return scalar area=r(area)
end
clear
sysuse auto
logit for rep
lroc, nograph
bootstrap "myboot" r(area), reps(5) saving(bootresults, replace)
clear
use bootresults
list
--May
[email protected]
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