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From |
"Matt Spittal" <Matt.Spittal@cancervic.org.au> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: Bootstrapping confidence interval of mean difference |

Date |
Mon, 18 Aug 2008 11:47:08 +1000 |

Hi Sue, I think see what you are looking for. If you imagine in the example below that the variable weight is the difference between two groups, then you can write your own bootstrap program. sysuse auto, clear // step 1 sum weight matrix mean = r(mean) // step 2 capture program drop bootmean program define bootmean, rclass version 10.1 preserve bsample sum weight return scalar mean = r(mean) restore end // step 3 simulate mean = r(mean), reps(100) seed(12345): bootmean bstat, stat(mean) n(200) estat bootstrap, all You can compare this to the ususal confidence interval by typing ci weight This sort of thing is covered very well on the website below http://www.ats.ucla.edu/stat/Stata/faq/ownboot.htm Efron, B. and Tibshirani, R. J. (1993) An Introduction to the Bootstrap. Chapman & Hall/CRC Press is well worth reading also. -- Matt matt.spittal@cancervic.org.au -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Susan Maree Cotton Sent: Monday, 18 August 2008 11:27 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: Bootstrapping confidence interval of mean difference Hi Matt, Thanks for your response. I had thought of the approach below but envisaged some difficulties with the estimation. The bootstap would be based on sampling from one group and not two independent groups, and each time a new sample is bootstrapped there may be different numbers in the two groups? Given that standard error is based on n couldn't this be a problem. KR Sue Dr Sue Cotton Senior Research Fellow ORYGEN Research Centre Department of Psychiatry University of Melbourne Locked Bag 10 (35 Poplar Road) Parkville Victoria Australia 3052 Phone: +61 3 9342-2859 Fax: +61 3 9342-2941 Mobile: 0407-340-115 smcotton@unimelb.edu.au -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Matt Spittal Sent: Monday, 18 August 2008 11:07 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: Bootstrapping confidence interval of mean difference Hi Susan, An equivalent method would be to use linear regression with dummy coding for the treatment groups. Ignoring the issue of bootstrapping, in Stata this would be: sysuse auto, clear xi: regress weight i.foreign where -xi- expands terms containing categorical variables into indicator variables, and -i.foreign- is the indicator of treatment assignment. If you type ttest weight, by(foreign) you can see the estimate of the mean difference is the same as the beta for _Iforeign_1 from the regression. To bootstrap the standard errors type xi: bootstrap, seed(12345) reps(100): regress weight i.foreign which will give the confidence intervals you desire. Setting the seed ensures that you can reproduce the results later. The -reps- command sets the number of repetitions. -- Matt matt.spittal@cancervic.org.au -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Susan Maree Cotton Sent: Monday, 18 August 2008 10:48 AM To: statalist@hsphsun2.harvard.edu Subject: st: Bootstrapping confidence interval of mean difference Importance: High Hi All, I have data from a randomized clinical trial with intervention and treatment as usual groups. The outcome data is cost-effectiveness data. Reviewers of a manuscript pertaining to data from this trial have requested that the bootstrapped confidence interval of the mean difference between groups be reported. I am a new user to STATA and have been having difficulties determining the correct commands to generate these confidence intervals. I have worked out how to bootstrapping for the confidence intervals of the means for the two groups separately and to bootstrap the t-distribution pertaining to difference between groups but cannot work out the confidence interval for mean difference. Please help!! Thanks in advance. KR Sue Dr Sue Cotton Senior Research Fellow ORYGEN Research Centre Department of Psychiatry University of Melbourne Locked Bag 10 (35 Poplar Road) Parkville Victoria Australia 3052 Phone: +61 3 9342-2859 Fax: +61 3 9342-2941 Mobile: 0407-340-115 smcotton@unimelb.edu.au * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: RE: Bootstrapping confidence interval of mean difference***From:*"Matt Spittal" <Matt.Spittal@cancervic.org.au>

**References**:**st: RE: RE: Bootstrapping confidence interval of mean difference***From:*Susan Maree Cotton <smcotton@unimelb.edu.au>

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