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st: bootstrap validation and c statistics (help me please !)
From
"Hong, Sounman" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: bootstrap validation and c statistics (help me please !)
Date
Tue, 24 May 2011 18:38:08 -0400
I need to validate my model. I heard that I need to do either by a cross-validation or a bootstrap. I have three questions.
1. What is the best statistics to report if I want to show that my model is validated using bootstrap? I read a paper that reported C statistics, although I have to study what that is. Do you recommend me reporting C statistics?
2. Does STATA have a code that generates a shrinkage factor?
3. I wrote below my STATA code that performs bootstrap and get a C statistics. But I got an error and I don't know why. Please advise.
use bootstrap.dta, clear
logit DEPVAR BPA
estat concordance
matrix b = e(b)
capture program drop mysim
program define mysim, rclass
use bootstrap.dta, clear
bsample
lroc BPA, nograph beta(b)
return scalar c=r(c)
end
simulate c=r(c), reps(100): mysim
Thank you in advance. Any advice would be greatly appreciated.
-Sounman
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