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RE: st: obtaining AUC at each iteration when bootstrapping a logistic reg ression model


From   [email protected]
To   [email protected]
Subject   RE: st: obtaining AUC at each iteration when bootstrapping a logistic reg ression model
Date   Wed, 21 Jul 2004 16:24:35 +0200

David and Nick,

Thanks for your help! 

While running the do file I encountered the following error message:  
		
		command -> myboot
		error when command executed on original dataset under
version 8 control
		r(198);

By now, it is probably quite obvious to you that I am just beginning to
learn to work with Stata, so it might be something very silly. Still, I hope
you will help me.

This is the do-file (as applied to a (simplified version of) my data set (my
model has of course more independent variables)):

	capture program drop myboot
	program myboot, rclass
	sw logistic ras age bmi pp, forward pe (.1) 
	local vinf : list v in finvars
	lroc, nograph
	return scalar area=r(area)
	for each v of varlist age bmi pp {return scalar `v'= ( `vinf' " , "
`v' " )>0}
	end

	clear
	use "C:\My documents\prediction model.dta"
	sw logistic ras age bmi pp, forward pe(.1)
	lroc, nograph
	bootstrap "myboot" r(area) r(rep78) r(age) r(bmi) r(pp), reps(100) 
	save (bootresults, replace)

	clear 
	use bootresults
	list

This is the output: 

. capture program drop myboot

. program myboot, rclass
  1. sw logistic ras age bmi pp, forward pe (.1) 
  2. local vinf : list v in finvars
  3. lroc, nograph
  4. return scalar area=r(area)
  5. for each v of varlist age bmi pp {return scalar `v'= ( `vinf' " , " `v'
" )>0}
  6. end

. 
. clear

. use "C:\My documents\prediction model.dta"

. sw logistic ras age bmi pp, forward pe(.1)
                      begin with empty model
p = 0.0001 <  0.1000  adding   age
p = 0.0056 <  0.1000  adding   bmi

Logistic regression                               Number of obs   =
328
                                                  LR chi2(2)      =
26.55
                                                  Prob > chi2     =
0.0000
Log likelihood = -154.12872                       Pseudo R2       =
0.0793

----------------------------------------------------------------------------
--
         ras | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
         age |   1.052812   .0135307     4.00   0.000     1.026624
1.079669
         bmi |    .909435   .0311763    -2.77   0.006     .8503382
.972639
----------------------------------------------------------------------------
--

. lroc, nograph

Logistic model for ras

number of observations =      328
area under ROC curve   =   0.6926

. bootstrap "myboot" r(area) r(rep78) r(age) r(bmi) r(pp), reps(100) 

command -> myboot
error when command executed on original dataset under version 8 control
r(198);

end of do-file
r(198);

Many thanks in advance,

Marieke
[email protected]

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