I am trying to validate my logistic regression model by calculating a
distribution of area under the ROC curve for bootstrap samples of my
original data. After estimation using -logistic command I can run my little
program below several times without a problem and getting what I want.
capture program drop mysim
program define mysim
preserve
bsample
lroc, nograph
restore
end
However, when I try to use the -simulation command it looks as my model is
dropped from memory:
simulate area=r(area), reps(100): mysim
last estimates not found
an error occurred when simulate executed mysim
r(301);
Using -outsample option for lroc doesn't change the behavior of -simulate (I
get the same error message) but it is not allowed for just running mysim
program (with error message: option outsample not allowed
r(198);).
Any help would be appreciated.
Andrzej
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