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

From |
"Richard Harvey" <richardharvey2008@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: R: bootstrapped p-values |

Date |
Fri, 5 Dec 2008 22:39:02 +0000 |

hi, thanks nick and carlo.. I understand your point about the p value in the statout now. I am a bit confused about some things i have read elsewhere for example the following http://compdiag.molgen.mpg.de/ngfn/docs/2003/nov/Exercises_Bootstrap.pdf discusses non parametric bootstrap on page 4 and on page 5 it talks about "The two-sided p-values are now calculated by determining the percentage of situation where the absolute value of the test statistics calculated from the groups with permutated values is at least as large as the absolute value of the test statistics calculated from the original groups.".. and the following page westfall.ba.ttu.edu/Finance%20Pres.ppt talks about something similar on page 11 and page 12 I am not what that means and how that is related to the stata p-value? and the following page westfall.ba.ttu.edu/Finance%20Pres.ppt talks about something similar on page 11 and page 12 I am not what that means and how that is related to the stata p-value? thanks rich 2008/12/5 Carlo Lazzaro <carlo.lazzaro@tiscalinet.it>: > 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/ > -- 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/

**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>

**st: R: bootstrapped p-values***From:*"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>

- Prev by Date:
**st: looping** - Next by Date:
**Re: st: R: bootstrapped p-values** - Previous by thread:
**st: R: bootstrapped p-values** - Next by thread:
**Re: st: R: bootstrapped p-values** - Index(es):

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