set more off
use "lecture9-prediction.dta", clear
* slide 35
xi: stepwise if grp==1,  pr(.05): logistic died toilet bath dress eat bed phone money (i.meds) shop  meals walkr chair  stoop  push dime reach map lift  walkjog  vigact climb hr* gender  smoke couple bmicat (i.education)
logistic died walkjog bath couple hrsmemory bmicat i.education hrscad hrsincont hrsca gender hrschf
* slide 37
lroc if grp==1, scheme(s1color)
* slide 38
lroc if grp!=1, scheme(s1color)
/*

	Cross-Validation

*/
keep if grp==1
gen pred = .
/*  
	Cycle through numbers 1 to 10
	Fit the stepwise logistic regression model for 90% of data
	Save predictions.
	Hold result for 10% of data not used for model
												
*/
forvalues k=1(1)10 {
xi: stepwise if cvgroup!=`k',  pr(.05): logistic died toilet bath dress eat bed phone money (i.meds) shop  meals walkr chair  stoop  push dime reach map lift  walkjog  vigact climb hr* gender  smoke couple bmicat (i.education)
quietly predict out`k'
quietly replace pred=out`k' if cvgroup==`k'
}
* slide 
roctab died pred, graph scheme(s1color)