Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Obtaining p-values for bootstrapped ols coefficients


From   "Mark Clatworthy" <ClatworthyMA@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Obtaining p-values for bootstrapped ols coefficients
Date   Mon, 22 Nov 2004 17:16:30 +0000

Using the following command in Stata 8:

bs "reg y x1 x2" "_b[x1] _b[x2]", reps(10000) 

we obtain the observed coefficients, bias, se and 95% confidence interval by
default.  Although we can change the confidence interval (e.g. to 99%), we would
ideally like to generate p-values based on the bootstrap statistics.  Does
anyone know if this can be done, and if so, how?

Many thanks

Mark Clatworthy
Cardiff University
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index