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Re: st: R: bootstrapped p-values


From   "Richard Harvey" <richardharvey2008@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: R: bootstrapped p-values
Date   Fri, 5 Dec 2008 23:18:44 +0000

hi all,

Also, Is there any relation between p values and the percentile based
confidence interval?

thanks
rich

2008/12/5 Richard Harvey <richardharvey2008@googlemail.com>:
> 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
>> *
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>>
>>
>>
>> *
>> *   For searches and help try:
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>>
>
>
>
> --
> thanks for your time
> rich
>



-- 
thanks for your time
rich

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