Re: st: Jackknife Cross-Validation for Logistic Regression Models

["Dasen Luo" <dluo@iup.edu>]

Dear Roger,



I have a couple of questions about somersd.  First, when I tried to run 
somersd, I got an error message "error occurred while loading somersd.ado". 
I assume the error had to do with the locations of the related files.  I 
have STAT under c:\STAT8, but the somersd files seemed to be automatically 
downloaded to c:\DATA and c:\ado.  Would these file locations cause any 
problems?  My second question is directly about somersd commands.  Do I run 
the somersd commands after I run the logistic commands?  How does somersd 
know that I am computing Harrell's C with regard to a particular set of 
dependent and independent variables for a logistic regression model?  I am 
new with STATA, so please bear with me if my questions are somehow 
elementary.  Thanks in advance for any helps from you!



Luo

----- Original Message ----- 
From: "Roger Newson" <roger.newson@kcl.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, 21 November 2005 7:34 AM
Subject: Re: st: Jackknife Cross-Validation for Logistic Regression Models



> At 02:57 21/11/2005, Luo wrote:
> > I am trying to use STATA to do Jackknife cross-validations of the 
> > classification results from logistic regression models.  The Jackknife 
> > cross-validations I have in mind include the classification tables and ROC 
> > curves.  I know STATA has a JKnife procedure applicable to various 
> > statistical analyses, including logistic regression models, but can I make 
> > the procedure produce specifically the above kinds of outcomes?  Or are 
> > there any other alternatives for these outcomes?   Thanks!
> Jackknife confidence intervals for the ROC area can be produced using 
> the -somersd- package, which you can download from SSC using the -ssc- 
> command. The -somersd- package includes a .pdf manual -somersd.pdf-, which 
> discusses methods for estimating Harrell's C (equivalent to the ROC area) 
> for models estimated from the same dataset.
>
> I hope this helps.
>
> Roger
>
>
>
> --
> Roger Newson
> Lecturer in Medical Statistics
> Department of Public Health Sciences
> Division of Asthma, Allergy and Lung Biology
> King's College London
>
> 5th Floor, Capital House
> 42 Weston Street
> London SE1 3QD
> United Kingdom
>
> Tel: 020 7848 6648 International +44 20 7848 6648
> Fax: 020 7848 6620 International +44 20 7848 6620
>   or 020 7848 6605 International +44 20 7848 6605
> Email: roger.newson@kcl.ac.uk
> Website: http://phs.kcl.ac.uk/rogernewson/
>
> Opinions expressed are those of the author, not the institution.
>
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