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st: RE: z statistics in bootstrap output


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
----------------------------------------------------------------------------
--


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