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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: bootstrapped p-values |

Date |
Fri, 5 Dec 2008 17:51:31 -0000 |

No. Look at the results Stata is giving you: you can reconstruct with -display- the calculation that z = coef / se = 31.66644 / 2.900212 = 10.92 (2 d.p.). Then it's a matter of looking up P for z as a unit Gaussian, in this example a mind-blowingly small value. That's why it says "Normal-based". Nick n.j.cox@durham.ac.uk Richard Harvey 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) ? * * 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: bootstrapped p-values***From:*"Richard Harvey" <richardharvey2008@googlemail.com>

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