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st: R: bootstrapped p-values


From   "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: bootstrapped p-values
Date   Fri, 5 Dec 2008 19:19:39 +0100

Dear Richard,
I would refer you to Stata Archives and recommend to take a look at Maarten
Buis' and Martin Weiss' kind replies to one thread I have posted on 2008 Sep
6 (which was not so different from yours, as it would seem):

st: z statistics in bootstrap output

Kind Regards and enjoy your W-E,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Richard Harvey
Inviato: venerdì 5 dicembre 2008 18.40
A: statalist@hsphsun2.harvard.edu
Oggetto: st: bootstrapped p-values

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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