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

Re: st: Obtaining p-values for bootstrapped ols coefficients


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Obtaining p-values for bootstrapped ols coefficients
Date   Mon, 22 Nov 2004 16:09:19 -0500

add -saving()- option to save the results of your bootstrap procedure,
and then analyze it in Stata using any technique you would find
useful; e.g. scatterplot of the two coefficient estimates would give
you an idea about banana-shaped confidence sets... although the formal
concept of the confidence set is quite difficult to arrive at within
the bootstrap framework for more than one dimension.

Stas

On Mon, 22 Nov 2004 17:16:30 +0000, Mark Clatworthy
<clatworthyma@cardiff.ac.uk> wrote:
> 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


-- 
Stas Kolenikov
http://stas.kolenikov.name
*
*   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