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st: obtaining p-value output from bootstrapped data


From   Brian Hugh Colwell <bcolwell@stanford.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: obtaining p-value output from bootstrapped data
Date   Fri, 1 Apr 2005 10:57:52 -0800 (PST)

All,
I am working with cross-sectional data collected from a small sample (74).
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

I'm quite the novice, so any direction/advice would be appreciated.
I may be missing some important steps, or simply doing something
impermissable.

Thanks,
Brian





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