Hi,
I'm new to Stata, so apologies for asking what is probably a naive question about swboot.ado (designed to permit bootstraps of forward/backward regressions; appended below).
Basically, I want to run:
stepwise, pe(.05) pr(.20) forward lockterm1: regress anxtemp (age female0male) peak_1 peak_2 peak_3 ... peak_157
I have verified that this command works properly, and now I want to adapt swboot.ado to use it.
The key part of the .ado seems to be this bit:
if "`forward'"=="forward" {
quietly sw regress `yvar' `xvars', pe(`pe') pr(`pr') forward
}
Unfortunately, you cannot just replace that with:
quietly sw, pe(`pe') pr(`pr') forward lockterm1: regress `yvar' `xvars'
That doesn't work. Any suggestions for a newcomer?
Thanks,
Alex Shackman
----------------- swboot.ado ----------------------------
*! version 2.2.0 JMGarrett 13Aug00
/* Bootstrap sw linear or logistic regression; count variables selected */
/* Form: swboot yvar xvarlist, reps(#) options */
/* Options allowed: reps(#), pe(#), pr(#), forward, N(#) model roc gof */
program define swboot
version 6.0
#delimit ;
syntax varlist (min=2) [if] [in], [Reps(int 1) N(int 0) PE(real .05)
PR(real .1) FORward MODel ROC GOF] ;
#delimit cr
marksample touse
markout `touse'
preserve
quietly keep if `touse'
keep `varlist'
local yvar="`1'"
local varlbly : variable label `yvar'
capture assert `yvar'==1 | `yvar'==0
if _rc==0 {local regtype "log"}
if _rc~=0 {local regtype "lin"}
* Read in x variables
tokenize "`varlist'"
local i=1
while "`2'"~="" {
local x`i'="`2'"
* quietly drop if `x`i''==. /* do not need this? */
local xvars `xvars' `x`i''
local count`i'=0
local i=`i'+1
macro shift
}
local numx=`i'-1
if `n'~=0 {local sample=`n'}
if `n'==0 {local sample=_N}
* select bootstrap sample and run stepwise regressions
if "`forward'"=="forward" {local forprnt="(Forward Selection)"}
local numreps=1
tempfile tempds
disp " "
if "`regtype'"=="lin" {
#delimit ;
disp _n(1) in gre "Model:" in gre " Stepwise " in blue "Linear "
in gre "Regression `forprnt'" ;
disp in gre "Outcome:" in gre " `varlbly' -- " in yel "`yvar'";
disp _n(1) in gre "Options: pr=" in yel "`pr'" in green " pe="
in yel "`pe'" in green " n=" in yel "`sample'" ;
#delimit cr
disp " "
}
if "`regtype'"=="log" {
#delimit ;
disp _n(1) in gre "Model:" in gre " Stepwise " in blue "Logistic "
in gre "Regression `forprnt'" ;
disp in gre "Outcome:" in gre " `varlbly' -- " in yel "`yvar'";
disp _n(1) in gre "Options: pr=" in yel "`pr'" in green " pe="
in yel "`pe'" in green " n=" in yel "`sample'" ;
#delimit cr
disp " "
}
if `n'>_N {
disp in red "There are only " in yel _N in red " available " /*
*/ "observations for this model;"
}
while `numreps'<=`reps' {
quietly save `tempds', replace
bsample `sample'
if "`regtype'"=="lin" {
if "`forward'"=="" {
quietly sw regress `yvar' `xvars', pe(`pe') pr(`pr')
}
if "`forward'"=="forward" {
quietly sw regress `yvar' `xvars', pe(`pe') pr(`pr') forward
}
}
if "`regtype'"=="log" {
if "`forward'"=="" {
quietly sw logistic `yvar' `xvars', pe(`pe') pr(`pr')
}
if "`forward'"=="forward" {
quietly sw logistic `yvar' `xvars', pe(`pe') pr(`pr') forward
}
if "`roc'"=="roc" {
quietly lroc, nograph
local arearoc=round(r(area),.0001)
}
if "`gof'"=="gof" {
quietly lfit, group(10)
local pval=round(chiprob(r(df),r(chi2)),.0001)
}
}
mat b=e(b)
local keepX : colnames(b)
tokenize `keepX'
local i 1
local xlist ""
while "`1'"~="_cons" {
local keepx`i'="`1'"
local xlist `xlist' `keepx`i''
local i=`i'+1
macro shift
}
local numkeep=`i'-1
* If model is requested, create dataset to hold and print estimates
if "`model'"=="model" {
drop _all
mat b=b'
mat v=e(V)
mat v=vecdiag(v)
mat v=v'
mat bv=b,v
set more off
quietly svmat bv
set more on
quietly gen str8 varname=" "
quietly drop if _n==_N
quietly gen se=sqrt(bv2)
quietly rename bv1 coef
local i 1
while `i'<=`numkeep' {
quietly replace varname="`keepx`i''" if _n==`i'
local i=`i'+1
}
if "`regtype'"=="lin" {
quietly gen t=coef/se
quietly gen p=tprob(`sample'-2,t)
format coef se p t %10.4f
disp " "
disp in blue "Rep `numreps':"
list varname coef se p, noob
}
if "`regtype'"=="log" {
quietly gen OR=exp(coef)
quietly gen lower=exp(coef-1.96*se)
quietly gen upper=exp(coef+1.96*se)
quietly gen z=abs(coef/se)
quietly gen p=2*(1-normprob(z))
format OR lower upper %6.2f
format se p %7.4f
disp _n(1) in blue "Rep `numreps':"
list varname OR se p lower upper, noob
disp " "
if "`roc'"=="roc" {
disp in gr " Area under ROC curve = " in yel `arearoc'
}
if "`gof'"=="gof" {
disp in gr " Goodness-of-fit test: p = " in yel `pval'
}
}
}
* If model is not selected, print a summary of variables for each rep
if "`model'"=="" {
if "`roc'"=="roc" | "`gof'"=="gof" {disp " "}
disp in gr "Rep `numreps':" in yel " `xlist'"
if "`roc'"=="roc" & "`regtype'"=="log" {
disp in gr " Area under ROC curve = " in yel `arearoc'
}
if "`gof'"=="gof" {
disp _s(1) in gr " Goodness-of-fit test: p = " in yel `pval'
}
}
* Count the number of times each variable is selected
local i 1
while `i'<=`numx' {
local j 1
while `j'<=`numkeep' {
if "`x`i''"=="`keepx`j''" {local count`i'=`count`i''+1}
local j=`j'+1
}
local i=`i'+1
}
quietly use `tempds', clear
local numreps=`numreps'+1
}
* if last rep
local i=1
disp _n(2) in green "Summary: (Number of times each variable is selected)"
disp in green "----------------------------------------------------"
while `i'<=`numx' {
disp " `x`i'':" _col(15) "`count`i''"
local i=`i'+1
}
end
--
Alexander J. Shackman, Ph.D.
Laboratory for Affective Neuroscience
Waisman Laboratory for Brain Imaging & Behavior
University of Wisconsin-Madison
1202 West Johnson Street
Madison, Wisconsin 53706
Telephone: +1 (608) 358-5025
Fax: +1 (608) 265-2875
Email: [email protected]
http://psyphz.psych.wisc.edu/~shackman
*
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