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Re: st: RE: Potential bug in Stata 11
From
Babak Oskooei <[email protected]>
To
[email protected]
Subject
Re: st: RE: Potential bug in Stata 11
Date
Thu, 20 May 2010 01:45:48 -0700 (PDT)
Thanks to everyone who attended to my query/problem. Please see below the results of updata query on my Stata V11. Please bear in mind that my O/S is Windows XP Servise Pack 2.
. update query
(contacting http://www.stata.com)
Stata executable
folder: C:\Program Files\Stata11\
name of file: Stata.exe
currently installed: 21 Oct 2009
latest available: 20 Apr 2010
Ado-file updates
folder: C:\Program Files\Stata11\ado\updates\
names of files: (various)
currently installed: 08 Dec 2009
latest available: 20 Apr 2010
Utilities updates
folder: C:\Program Files\Stata11\utilities
names of files: (various)
currently installed: 21 Oct 2009
latest available: 11 Feb 2010
--- On Wed, 5/19/10, Philip Ryan <[email protected]> wrote:
> From: Philip Ryan <[email protected]>
> Subject: st: RE: Potential bug in Stata 11
> To: [email protected]
> Date: Wednesday, May 19, 2010, 6:28 PM
> Babak's code also works fine without
> modification on my system (Stata/SE
> v11, latest updates, Windows 64bit).
> I note Phil Ender's system is a Mac. Kieran correctly
> advised showing us
> the result of a -update query- but Babak should also tell
> us the o/s he is
> using. It might be a platform dependent thing.
>
> Phil
>
> Philip Ryan
> Professor and Director
> Data Management & Analysis Centre
> School of Population Health & Clinical Practice
> University of Adelaide
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]
> On Behalf Of Kieran McCaul
> Sent: Thursday, 20 May 2010 7:30 AM
> To: [email protected]
> Subject: st: RE: Potential bug in Stata 11
>
> ....
>
>
> I ran this on Stata 11 and it worked fine.
>
> If you type -update query- what do you get?
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]
> On Behalf Of Babak Oskooei
> Sent: Wednesday, 19 May 2010 10:49 PM
> To: Stata List
> Subject: st: Potential bug in Stata 11
>
> Dear Stata users,
>
> I have been conducting some simulations in Stata and faced
> a
> computational problem in Stata 11. I run the same code in
> Stata 9 and it
> gives me the right answer. I would be grateful for any
> feedback on this.
> Below, I include the code and the output from both version
> 9 and version
> 11. I am simply simulating conditional time-to-event data
> that are
> exponentially distributed with one normally
> distributed covariate. Then
> I fitt the Cox PH model to the simulated data.
>
> The code I wrote is:
>
> clear
> set mem 200m
> set obs 10000
> set seed 30101
> gen x = uniform()
> gen y = invnorm(uniform())
> gen eta=y*4.159
> gen u=-ln(1-uniform())/0.02 /* exp dist
> with given hazard */
> gen t=exp(-eta)*u
> gen d=1
>
> noi{
> stset t, failure(d)
> stcox y, nohr
> }
>
> *********************** Here is the output from Stata 11
>
> . stset t,
> failure(d)
>
> failure event: d != 0 &
> d < .
> obs. time interval: (0, t]
> exit on or before: failure
>
> ------------------------------------------------------------------------
> ------
> 10000 total obs.
> 0 exclusions
> ------------------------------------------------------------------------
> ------
> 10000 obs. remaining, representing
> 10000 failures in single record/single
> failure data
> 1.28e+11 total analysis time at risk, at risk from t
> = 0
>
>
> earliest observed entry t =
> 0
>
>
> last observed exit t = 1.25e+11
> . stcox y, nohr
>
> failure _d: d
> analysis time _t: t
>
> Iteration 0: log likelihood = -82108.928
> Iteration 1: log likelihood = -71768.287
> Iteration 2: log likelihood = -70067.991
> Iteration 3: log likelihood = -69325.489
> Iteration 4: log likelihood = -68942.115
> flat region resulting in a missing likelihood
> r(430);
> . }
> r(430);
>
>
> *********************** Here is the output from Stata 9
>
>
> . stset t,
> failure(d)
>
> failure event: d != 0 &
> d < .
> obs. time interval: (0, t]
> exit on or before: failure
>
> ------------------------------------------------------------------------
> ------
> 10000 total obs.
> 0 exclusions
> ------------------------------------------------------------------------
> ------
> 10000 obs. remaining, representing
> 10000 failures in single record/single
> failure data
> 1.28e+11 total analysis time at risk, at risk from t
> = 0
>
>
> earliest observed entry t =
> 0
>
>
> last observed exit t = 1.25e+11
> r; t=0.11 15:37:08
> . stcox y, nohr
>
> failure _d: d
> analysis time _t: t
>
> Iteration 0: log likelihood = -82108.928
> Iteration 1: log likelihood = -71768.287
> Iteration 2: log likelihood = -70067.991
> Iteration 3: log likelihood = -69325.489
> Iteration 4: log likelihood = -68942.115
> Refining estimates:
> Iteration 0: log likelihood = -68932.661
> Iteration 1: log likelihood = -68928.827
> Iteration 2: log likelihood = -68928.826
>
> Cox regression -- no ties
>
> No. of subjects = 10000
>
> Number of obs =
> 10000
> No. of failures = 10000
> Time at risk = 1.28362e+11
>
>
>
> LR chi2(1) =
> 26360.20
> Log likelihood = -68928.826
>
> Prob > chi2 =
> 0.0000
>
> ------------------------------------------------------------------------
> ------
> _t |
> Coef. Std. Err. z
> P>|z| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------
> ------
> y
> | 4.183923 .0341413 122.55 0.000
> 4.117007
> 4.250838
> ------------------------------------------------------------------------
> ------
> r; t=0.20 15:37:08
> . }
> r; t=0.33 15:37:08
>
>
>
>
> ***********************
>
>
>
> I would be grateful if someone could help me to find out
> what the
> problem is.
>
> Kind regards
>
> Babak Oskooei
> MRC Clinical Trial Unit
> London
>
>
>
>
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