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From |
"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it> |

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

Subject |
Re: Re: st: R: ttest and log transformation |

Date |
Sun, 28 Sep 2008 15:31:26 +0200 |

Dear Rich, Your Stata syntax is definitely too advanced for me so I shy away to judge it over and I take the liberty to refer you to the one sketched in my yesterday's example. As far as r(t) bootstrapping is concerned, the only remark that seems to me noteworthy to add is to prepare your pre-bootstrap data in order to make the compared samples have equal means (please, see my yesterday' example and Stata Manual (my release is) 9.2 [R] A-J -bootstrap-), whereas, as stated by Efron B, Tibshirani RJ. An Introduction to the Bootstrap. New York: Chapman & Hall, 1993: 223 "there is non compelling reason to assume equal variances" in "considering a bootstrap hypothesis test form comparing the two means (in the example the mean survival times for 7 treated mice vs 9 untreated mice were compared (pag. 11 of the cited textbook); hence, the small sample issue should be properly tackled via the bootstrap procedure). Some skewness problems may arise with the bootstrap CIs (particularly with the percentile ones)of your bootstrap estimate: however, Stata can offer you 3 other different CIs to minimize this drawback (please, see -bootstrap- and -bootstrap postestimation- in Stata Manual [R] A-J. Kind Regards and enjoy your Sunday, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Richard Harvey Inviato: domenica 28 settembre 2008 13.33 A: statalist@hsphsun2.harvard.edu Oggetto: Re: st: R: ttest and log transformation Hi , Carlo..thanks for your reply. My main problem is the skewness and small sample size. In the summary stats I posted the N is large as it is for the whole sample but when I analyse subsamples there are some every small samples. i.e less than 20. The bootstrap seems like a good idea. Can I do something as simple as bootstrap r(t) reps(1000) saving(c:\), ttest var, by(catvar) unpaired unequal or is it something more involved as below? bootstrap r(mean) if catvar=="cat1", reps(1000):sum var matrix mu_1=e(b) matrix sterrsq_1=e(V) bootstrap r(mean) if catvar=="cat2", reps(1000):sum var matrix mu_2=e(b) matrix sterrsq_2=e(V) scalar Z=((mu_1[1,1]- mu_2[1,1])/sqrt(sterrsq_1[1,1]+ sterrsq_2[1,1])) scalar p=(1-normal(abs(z)))*2 di "z-value: "[Z] di "p = "[p] thanks very much for your help regards rich <<the previous thread has been snipped due to a C++ buffer overrun warning signal that appeared when Carlo tried to reply. Sorry for that>> * * 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/

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