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Re: st: simulating data for logistic regression: translating R toStata


From   Michael McCulloch <[email protected]>
To   [email protected]
Subject   Re: st: simulating data for logistic regression: translating R toStata
Date   Sun, 1 Jun 2008 20:10:35 -0700

Thank you Maarten. This worked very well. The complete code for my simulation of data for logistic regression is as follows. From your article, I learned how to write the code for generating disease variable -y-.

clear
set mem 1g
set obs 100000 //create 1000 observations
gen id=_n //Create ID numbers
set seed 12358 //set random number seed for reproducibility
gen treat= 1 + int(2*uniform()) //treatment: discrete uniform random variables, 1 or 2
gen comorb= 1 + int(4*uniform()) //# of comorbid conditions: 1,2,3, or 4
gen age=50+10 * invnorm(uniform()) // create age, with mean 50 and sd==10
gen chol = 200+25 * invnorm(uniform()) // create cholesterol, with mean 200 and sd==25
gen wt = 150+20 * invnorm(uniform()) // create cholesterol, with mean 200 and sd==25
gen sex= 1 + int(2*uniform()) // create sex: discrete uniform random variables, 1 or 2
replace sex=0 if sex==2
* Specify population model for log odds that Y=1
gen y = uniform() < invlogit(-3 + .1*(comorb-2) + .045*(age-50) + (-2*(treat)))
logit y treat comorb age // note that regression coefficients approximate those specified




--- Michael McCulloch <[email protected]> wrote:
 I'm simulating data for logistic regression (code for variable
 generation is below) , and am missing the last step, linking
 exposureto disease. Disease will be a y/n variable.
This was discussed in M.L. Buis (2007) "Stata tip 48: Discrete uses for
uniform()" The Stata Journal, Vol. 7 No. 3, pp. 434-435.
http://home.fsw.vu.nl/m.buis/wp/discrete.html

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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