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From |
Mahmoud Abd-El-Aal <ma7205@bristol.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: Re: st: RE: RE: Bootstrap and Technical analysis |

Date |
Tue, 19 Aug 2008 16:13:17 +0100 (BST) |

Building on my last email , another point i would like to ask about, since i want to see the fraction of simulations that generate a mean of the bootstraped variable compared to another variable. I would run the command bootstrap (location: mean=r(mean)), rep(1000): sum var2,detail then i want to save all the bootstrap samples, the 1000 samples in order to compare each individual mean to var1 single mean Also when running the above command , the P value what does it represent? i know that if the p<confindence level then it is statisticaly significant, i also tried the command: bootstrap "ttest var2=0.0001218" "r(mu_2)", reps(1000) which i think i mentioned i the last email, if the p value is 0 then the mean is bigger ? The basic point that i am trying to reach is how many samples from the bootstraped ones has a bigger mean than the value of 0.0001218, any suggestions? Thanks for reading Mo -- Mahmoud Abd El Aal MSc. F&I UOB * * 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**:**Re: Re: st: RE: RE: Bootstrap and Technical analysis***From:*"Eva Poen" <eva.poen@gmail.com>

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