st: RE: bootstrapped p-values

 From "Nick Cox" To 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/
```