As I understand your program, you will get no bootstrap results without
at least one covariate, as no scalars are ever defined otherwise.
Somewhere you need to define in your program
local X <list of covariates>
Alternatively, you can use -indeplist-
indeplist, local
foreach var of local locnames {
return scalar `var' = ...
}
Except that seems a bad idea. You would then get scalars that had
idiosyncratic names depending on your covariates. It might be better to
do something more like this:
indeplist, local
local nx : word count `locnames'
return scalar nx = `nx'
tokenize "`locnames'"
forval j = 1/`nx' {
return scalar b`j' = exp(_b[``j''])
}
That way, your -bootstrap- can pick up whichever of r(b1), r(b2), etc.
you want.
Michael McCulloch
Thank you Nick for pointing out areas of programming I don't yet know
well.
Three replies:
1. The purpose of my program is to simulate survival data. I want to
run this program with -simulate-. (My broader aim is to use these
simulated data to validate a Marginal Structural Models program which
I'm using on real data.)
2. I wanted -indeplist- because once the model with no covariates
works, I'll add them.
3. As for local macro X, that bit of code:
foreach var of varlist `X' {
return scalar `var' = exp(_b[`var'])
}
is supposed to give me the hazard ratios for independent variable(s)
of the line:
stcox a
so, how would I modify this to address the "X" issue?
Many thanks,
Michael
>This trace does not add to what you know already. One alternative is to
>increase the trace depth, but the program is sufficiently short that
>line-by-line scrutiny pays dividends.
>
>Your bootstrap command expects to see a scalar r(a).
>
>This will be produced if, and only if, the local macro X contains a.
>
>But
>
>First, Svend pointed out that local macro X is never defined by your
>program. Nor is it defined by -indeplist-. -indeplist, local- defines a
>local locnames, as its help indicates. You do not address this point in
>your reply.
>
>Second, you are calling -stcox- without covariates, so I see no point
in
>firing up -indeplist- to find out what your covariates are. One of
>those things is either wrong or irrelevant.
>
>I don't understand exactly what your program is trying to do but it
does
>appear buggy.
>
>You may also be getting confused between a and `a', which are quite
>different beasts.
>
>The variable `id' does nothing in your program. I don't know if that
>matters. My guess is not.
>
>Nick
>[email protected]
>
>Michael McCulloch
>
>Thanks Svend. I've re-run the program preceded by
> . set tracedepth 1
> . set trace on
>and here is what is returned, but I'm not sure how to understand the
>error messages given.
>
>********* begin command *************
>. capture program drop sim_surv
>
>. program define sim_surv, rclass
> 1. tempname lambda a id t
> 2. set obs 10 //create 10 observations
> 3. gen `id'=_n //Create ID numbers
> 4. set seed 1235 //set random number seed for
reproducibility
> 5. gen `a'=0 + int(2*uniform()) //Generate treatment:
>discrete 0/1 uniform random variable
>> s
> 6. gen `lambda'=-2
> 7. gen `t'=(ln(uniform())/(`lambda'*exp(-0.8*`a'))) //
>using Bender, 2005
> 8. stset `t'
> 9. stcox `t'
> 10. indeplist, local
> 11. foreach var of varlist `X' {
> 12. return scalar `var' = exp(_b[`var'])
> 13. }
> 14.
>. end
>
>. set seed 12358
>
>. bootstrap a=r(a), eform reps(10): sim_surv
>
>********* begin response *************
>
>-----------------------------------------------------------------------
-
>------
>begin bootstrap ---
> - version 9, missing
> - local version : di "version " string(_caller()) ", missing:"
> - if _caller() < 9 {
> capture syntax [anything] using [, * ]
> if !c(rc) {
> if _by() {
> error 190
> }
> `version' bootstrap_8 `0'
> exit
> }
> }
> - capture _on_colon_parse `0'
> = capture _on_colon_parse a=r(a), eform reps(10): sim_surv
> - if c(rc) | `"`s(after)'"' == "" {
> = if c(rc) | `" sim_surv"' == "" {
> gettoken old : 0 , qed(qed)
> if `qed' {
> `version' bootstrap_8 `0'
> exit
> }
> else if "`old'" != "" {
> capture which `old'
> if !c(rc) {
> `version' bootstrap_8 `0'
> exit
> }
> capture program list `old'
> if !c(rc) {
> `version' bootstrap_8 `0'
> exit
> }
> }
> capture syntax [, * ]
> if !c(rc) {
> if _caller() < 9 {
> `version' bootstrap_8 `0'
> exit
> }
> if "`e(prefix)'" != "bootstrap" {
> error 301
> }
> `version' Display `0'
> exit
> }
> else {
> `version' bootstrap_8 `0'
> exit
> }
> }
> - preserve
> - `version' BootStrap `0'
> = version 9.2, missing: BootStrap a=r(a), eform reps(10): sim_surv
>(running sim_surv on estimation sample)
>'r(a)' evaluated to missing in full sample
>
>-----------------------------------------------------------------------
-
>--------
>end bootstrap ---
>r(322);
>
>
>
>>Michael McCulloch wrote:
>>
>>I've written the following do-file to simulate survival data, in the
>>case of exponential distribution with one treatment variable (a) and
>>no covariates. The code works when not in a program, and returns the
>>specified Beta-coefficient (-0.8). May I ask for help in fine-tuning
>>the program? I'm getting error message: " 'r(a)' evaluated to
>>missing in full sample".
>>
>>clear
>>capture program drop sim_surv
>> program define sim_surv, rclass
>> tempname lambda a id t
>> set obs 10 //create 10 observations
>> gen `id'=_n //Create ID numbers
>> set seed 1235 //set random number seed for reproducibility
>> gen `a'=0 + int(2*uniform()) //Generate treatment: discrete
>>0/1 uniform random variables
>> gen `lambda'=-2
>> gen `t'=(ln(uniform())/(`lambda'*exp(-0.8*`a'))) // using
>>Bender, 2005
>> stset `t'
>> stcox `t'
>> indeplist, local
>> foreach var of varlist `X' {
>> return scalar `var' = exp(_b[`var'])
>> }
>>
>>end
>>set seed 12358
>>bootstrap a=r(a), eform reps(10): sim_surv
>>
>>==============================================================
>>
>>It seems that contents of the local macro `X' is not defined within
>>the program. That may explain why the code works when not in a
>>program, but not in this program.
>>
>>To examine such problems try:
>>
>> set tracedepth 1
>> set trace on
>>
>>Other advice: Tell which command in the program that gave rise to
>>the error message, by copying and pasting both command and response
>>to you mai..
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