Thank you Nick and Martin. Your comments were very helpful, and both your
approaches worked perfectly.
Andrzej
PS. Martin, I didn't call my program "prog" or my variables "y" and "x", it
just made it that way in my email. :-)
On 9/3/09 1:11 PM, "Nick Cox" <[email protected]> wrote:
> Note that baton changing is not necessary.
>
> (In the original, -lroc- passed a r(class) result to -myprog- which
> passed it to -simulate-. However, if -myprog- is not made r(class) the
> result needed will be lying around when -myprog- has finished.)
>
> clear*
> set obs 1000
>
> //covariates
> gen x1=rchi2(2)
> gen x2=rnormal()
> gen x3=runiform()
>
> //DGP
> gen y=runiform()< /*
> */ invlogit(1+0.3*x1+ /*
> */ 0.6*x2+0.5*x3)
>
>
> program define myprog
> preserve
> bsample 1000
> logistic y x1 x2 x3
> qui lroc, nograph
> restore
> end
>
> simulate roc=r(area), /*
> */ reps(100): myprog
>
>
> list, noobs
>
> Nick
> [email protected]
>
> Martin Weiss
>
> BTW, -bsample- has no mandatory arguments, so it is your prerogative no
> to
> supply any, but it does not have any effect, then...
>
> Martin Weiss
>
> You also asked Stata for "r(area)", although your "prog" returns
> "r(roc)"...
>
> Here is a possible solution:
>
> ******
> capt pr drop myprog
>
> clear*
> set obs 1000
>
> //covariates
> gen x1=rchi2(2)
> gen x2=rnormal()
> gen x3=runiform()
>
> //DGP
> gen y=runiform()< /*
> */ invlogit(1+0.3*x1+ /*
> */ 0.6*x2+0.5*x3)
>
>
> program define myprog, rclass
> preserve
> bsample 1000
> logistic y x1 x2 x3
> qui lroc, nograph
> return scalar roc=r(area)
> restore
> end
>
> simulate roc=r(roc), /*
> */ reps(100): myprog
>
>
> list, noobs
>
> Andrzej Niemierko
>
> What's the reason that the below -simulate command creates all missing
> values for the scalar roc? Also, is it possible to suppress plotting of
> the
> ROC curves after each -lroc?
>
> program define prog, rclass
> preserve
> bsample
> logistic y x1 x2 x3
> lroc
> return scalar roc=r(area)
> restore
> end
>
> simulate roc=r(area), reps(100): prog
>
>
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
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