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From |
"Martin Weiss" <martin.weiss@uni-tuebingen.de> |

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

Subject |
st: RE: z statistics in bootstrap output |

Date |
Sat, 6 Sep 2008 18:31:28 +0200 |

Your command is weird in that you seem to be asking for the mean of the variables while using -ttest- which is designed to check whether the means are statistically different from each other. If the mean of the two vars was all you ever wanted, you could just bootstrap the -summarize- command and get the same result with less fuss... ********* webuse fuel , clear ttest mpg1==mpg2, unpaired unequal bootstrap r(mu_1) r(mu_2), reps(50) : ttest mpg1==mpg2, unpaired unequal bootstrap r(mean), reps(50) : su mpg1 bootstrap r(mean), reps(50) : su mpg2 ********* I would have expected you to bootstrap the p value that -ttest- returns in r(p_u), r(p_l) and r(p), depending on the Ha. So the z statistic and associated p-value tell you whether the mean is significantly different from zero, and I am pretty sure that is not why you fired up -ttest- in the first place... HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carlo Lazzaro Sent: Saturday, September 06, 2008 6:10 PM To: statalist@hsphsun2.harvard.edu Subject: st: z statistics in bootstrap output Dear Statalisters, following some seemingly unfruitful research on Statalist Archives, Stata 9.2/SE manual and Google, I would kindly ask you for a clarification and the related formula concerning the meaning of z in bootstrap output (please, see below). Thanks a lot for your kindness and for your time. Kind Regards, Carlo ----------------------------------------------------------------------- Bootstrap results Number of obs = 100 Replications = 10 command: ttest A_C == B_C, unpaired unequal _bs_1: r(mu_1) _bs_2: r(mu_2) ---------------------------------------------------------------------------- -- | Observed Bootstrap Normal-based | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+-------------------------------------------------------------- -- _bs_1 | 47.30786 2.200492 21.50 0.000 42.99497 51.62074 _bs_2 | 76.26435 3.772698 20.21 0.000 68.86999 83.6587 ---------------------------------------------------------------------------- -- * * 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/

**References**:**st: z statistics in bootstrap output***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

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