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st: bootstrap and obtaining p-value output for ordinal logit coeffs


From   Brian Hugh Colwell <bcolwell@stanford.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrap and obtaining p-value output for ordinal logit coeffs
Date   Wed, 30 Mar 2005 15:11:09 -0800 (PST)

I am working with data collected from a small sample (74) of prison
inmates.  Because the sample is small, I'd like to get greater leverage
on which coefficients from my model are more robust.  With that as my
motivation I'm bootstrapping my data.  The main question:

Can p-values be obtained in the bootstrapping output or just standard
errors and confidence intervals?

The manual illustrates how to arrive at them for t-tests, but how about
for each of the coefficients in a model such as the following:
bs "ologit y1 x1 x2 x3 x4" _b, reps(1000) bca


Possible?  If so, any direction/advice would be welcome.




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