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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 * * 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/ * * 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**:**Re: st: R: bootstrapped p-values***From:*"Richard Harvey" <richardharvey2008@googlemail.com>

**References**:**st: bootstrapped p-values***From:*"Richard Harvey" <richardharvey2008@googlemail.com>

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