Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: bootstrapped p-values


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index