Try -bootstrap, noisily- (or whatever is the option that gives you
output from your model). -streg- does not return what -bootstrap- was
expecting, and the reasons for that might be repeated observations
that Cox models may not like, or something of a kind. And I would
personally want to see the bootstrap justified as the inference method
with Cox model -- the latter is weird enough in many respects, so the
bootstrap may not be working terribly well with it. I am not an expert
on survival at all, so I cannot say for sure.
On 8/30/07, Michael McCulloch <[email protected]> wrote:
>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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--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
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*
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