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st: bootstrapped p-values


From   "Richard Harvey" <richardharvey2008@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrapped p-values
Date   Fri, 5 Dec 2008 17:39:45 +0000

Hi,

Could someone please explain how stata computes the bootstrap p-values?

suppose i issue the following commands

sysuse auto
bootstrap t=r(t), rep(1000)  saving(bsauto, replace): ttest mpg==0

i get


Bootstrap results                                               Number
of obs=        74
Replications       =      1000


Observed   Bootstrap            Normal-based
Coef.   Std. Err.       z       P>z     [95% Conf. Interval]

t    31.66644   2.900212        10.92   0.000     25.98213    37.35075


how does stata compute the P>z?

does it...

look at the proportion of bootstrapped t-values which are less than or
equal to the original t-value ( from
ttest mpg==0) say x and the proportion of bootstrapped t-values which
are greater than or equal to the original t-value ( from ttest mpg==0)
say y then computes p as 2 min(x,y) ?

-- 
thanks for your time
rich
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