Re: st: why the bootstrap fails

[Michael McCulloch <mm@pinest.org>]

> show your Stata output please. "fails" is a pretty broad term.
Hello,
I apologize for not having shown my output. I will restate my 
question here, with the output below:

I am puzzled why the same weighted Cox regression, which works well 
when not within a bootstrap program (called BASIC ANALYSIS) would 
fail by saying there are insufficient observations when I use that 
same code within a bootstrap (called BOOTSTRAP ANALYSIS  below).

The output after running my bootstrap is:

Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50
insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);

Can anyone offer insight into how I might find the answer to this question?


BASIC ANALYSIS:
* fit the full model used in Traditional Cox
	logit tcm dxage sex race txsurg
*estimate probability of treatment
	predict p_tcm_ALL
	gen p_notcm_ALL = 1-p_tcm_ALL if tcm==0
	replace p_tcm_ALL =p_notcm_ALL if tcm==0
*create stabilized weight==P(A)/P(A|W)
	logit tcm
	predict p_ALL
	gen p_noALL=1-p_ALL if tcm==0
	replace p_ALL = p_noALL if tcm==0
	gen wt_stab_ALL=p_ALL/p_tcm_ALL
	stset datedied [iweight=wt_stab_ALL], failure(failed) 
origin(datedx) scale(30.4375)
* cox
	stcox tcm

BOOTSTRAP ANALYSIS:
capture program drop msmcox_stageIIIA_includeIPTWd
	program define msmcox_stageIIIA_includeIPTWd, rclass

	INSERT SAME MODEL AS ABOVE

	indeplist, local
	foreach var of varlist `X' {
		return scalar `var' = _b[`var']
	}
end 
set seed 12358
bootstrap tcm=r(tcm), eform reps(50): msmcox_stageIIIA_includeIPTWd


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