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st: RE: RE: Bootstrapping and t-tests


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Bootstrapping and t-tests
Date   Wed, 12 Jun 2002 18:10:29 +0100

A.A.Siyam@lse.ac.uk
> >
> > Is possible to run a bootstrapped  t-test on the paired-observation
> > variables preert and postrt.  I tried the command line below
> >
> > bs "ttest preert=postrt" "_b[preert] _b[postrt", reps(50) n(10)
> >
> > The error message I am getting says:
> > error when command executed on original dataset
> > invalid syntax
> > r(111);

Lee Sieswerda

> At the least, you are missing the right-most square bracket. That is, it
> should be _b[postrt] .

To add to this, -ttest- does not leave behind a vector in _b[].
I am not sure what two numbers you want, or think you would have got,
but the documentation on -ttest- specifies the r class results which may be
used.

Once you sort out that problem, heed the warning emitted by -bs-.

Nick
n.j.cox@durham.ac.uk

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