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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 * * 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**:**st: R: bootstrapped p-values***From:*"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>

**st: RE: bootstrapped p-values***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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