st: Construct Null Datasets through Bootstrap Resampling

[Erik Ingelsson <Erik.Ingelsson@pubcare.uu.se>]

Dear Statalist users,

I am trying to construct null data sets through bootstrap resampling,  
to be able to account for multiple testing in genetic analyses. I  
would like to sample my genotypes and phenotypes randomly with  
replacement (without keeping linked them together as the original  
observations in my dataset), and then run regressions on these samples  
to evaluate a distribution of minimum probability values. Thereby, I  
will obtain empirical p-values by comparing the nominal p-values with  
the distribution of probability from the null data sets. I have seen  
this implemented in SAS, but I hope that it could be done also in STATA.

In my ?trail-and-error? approach, I have come so far, that I have  
learned how to use bootstrap sampling to get a new dataset with  
p-values from a set of regressions. However, these simulations are  
still using my original observations (although creating new samples),  
while I would like the observations to be randomly created from the  
available variables (not keeping them together as in the original  
dataset). Below is the code for what I have done so far. Variables  
linj001-linj004 are the genotypes, thus the important independent  
variables; the other variables are covariates to adjust for; stset and  
all definitions, etc are done above. In reality, I will have much more  
regressions to include in the simulation, but this is just for  
learning how to do it.

---
*Program with the commands to be run in all bootstrap samples*
capture program drop myboot
program myboot, rclass
     stcox linj001 whoht70 adadiab70 ami70 vit70 z972 z290 z085 zekg_lvh
     return scalar p1 = 2*(1-normal(abs(b[linj001]/_se[linj001])))
     stcox linj002 whoht70 adadiab70 ami70 vit70 z972 z290 z085 zekg_lvh
     return scalar p2 = 2*(1-normal(abs(b[linj002]/_se[linj002])))
     stcox linj003 whoht70 adadiab70 ami70 vit70 z972 z290 z085 zekg_lvh
     return scalar p3 = 2*(1-normal(abs(b[linj003]/_se[linj003])))
     stcox linj004 whoht70 adadiab70 ami70 vit70 z972 z290 z085 zekg_lvh
     return scalar p4 = 2*(1-normal(abs(b[linj004]/_se[linj004])))
end

*Run the program in the original sample*
myboot
ret list

*Bootstrapping in 10000 samples*
bootstrap "myboot" p1=r(p1) p2=r(p2) p3=r(p3) p4=r(p4), reps(10000)  
saving(C:\bootstrapsample) replace
---

This leaves me with a dataset (C:\bootstrapsample) which consists of  
the p-values from the 4 regressions derived from 10000 simulations.  
However, this is not exactly what I need, since the variables are  
still ?connected? in the original observations (and then randomly  
chosen for my simulated sets). I would like to get simulations with  
all variables scrambled, so that new observations with all variables  
scrambled are created in a number of bootstrap simulations, and then  
used for regressions. The present macro can give me 10000 simulated  
p-values for the regressions, based on samples with replacement, but  
these simulations are reusing the actual 2000 observations from the  
original dataset. Now I would like to create a ?null dataset?, in  
which I instead of sampling from the observations in the real dataset,  
I would like Stata to randomly ?make up? observations from the  
existing variables and values, so that I have 2000 fake observations  
(with random selection of all variables) to base the regressions on,  
in 10000 simulations.

I have read the help files, manual, Statalist, searched at Internet,  
even asked Technical Support (which helped me to come this far, but  
not the last part). I am using Stata 8.2 for Windows. Is there a way  
to do this? Did I explain what I want to do properly? Is there anyone  
who can help me with this?

Thanks a lot in advance,
Erik Ingelsson


---
Erik Ingelsson, MD, PhD

Current affiliation (until June 30, 2007):
Framingham Heart Study
73 Mt. Wayte Avenue, Suite 2
Framingham, MA 01702-5827
Phone: 508-935-3453
Fax: 508-626-1262
Cell: 508-202-8493

Permanent affiliation:
Uppsala University, Department of Public Health and Caring Sciences, Uppsala
Science Park, SE-751 85 Uppsala, SWEDEN.
Fax: +46-18-611 79 76
E-mail: erik.ingelsson@pubcare.uu.se
---


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