[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: R: bootstrapped p-values |

Date |
Sun, 7 Dec 2008 15:26:23 +0000 |

hi, carlo thanks for your effort... I am still confused by your example.. especially this bit of the code.. generate indicator =abs(r(t))>=abs(scalar(tobs)) sum indicator, mean display "ASLboot="r(mean) i understand what it is doing is strong the original value of t-stats as a scalar and then after the bootrap process creating a count of the number of bootstrapped t-values greater than the original t and taking the mean of that number However, this always turns out to be 1 when i run the code even when i run it on different samples ..so what does that mean??? how is that related to the p-value.. sorry if tis is really dumb but i have got myself into a mental knot with this. thanks rich 2008/12/6 Carlo Lazzaro <carlo.lazzaro@tiscalinet.it>: > Dear Richard, > I suppose that confusion arose because you are implicitly referring to two > different things: > > - the meaning of p-value reported in bootstrap printout (and Nick's > yesterday reply still holds): > > - the bootstrap p-value vs the original one in searching for the > significance of the difference of the mean with skewed data. > As widely reported in literature (please see for instance, Desgagne A, > Castilloux A, Angers J, LeLorier J. The use of the bootstrap statistical > method for the pharmacoeconomic cost analysis of skewed data. > Pharmacoeconomics 1998; 13:487-497.Barber JA and Thompson SG. Analysis of > cost data in randomized trials: an application of the non-parametric > bootstrap. Statistics in Medicine 2000; 19:3219-3236), ttest procedure needs > the fulfilments of some prerequisite before being invoked, which are > systematically violated whenever data are skewed (please, take a look at the > following example sketched via Stata 9.2/SE): > ---------------------------begin example--------------------------- > sysuse auto > save "C:\Documents and > Settings\carlo\Documenti\Statistiche\Stata\Richard_1.dta", replace > ttest mpg, by(foreign) unequal > scalar tobs=r(t) > sum mpg, mean > scalar omean=r(mean) > sum mpg if foreign==0, mean > replace mpg = mpg-r(mean) + scalar(omean) if foreign==0 > sum mpg if foreign==1, mean > replace mpg = mpg-r(mean) + scalar(omean) if foreign==1 > sort foreign > by foreign: sum mpg > keep mpg foreign > set seed 1 > bootstrap r(t), reps(1000) nodots strata(foreign) saving(C:\Documents and > Settings\carlo\Documenti\Statistiche\Stata\Richard_2.dta, every(1) > replace)verbose : ttest mpg, by(foreign) unequal > save "C:\Documents and > Settings\carlo\Documenti\Statistiche\Stata\Richard_1.dta", replace > use "C:\Documents and > Settings\carlo\Documenti\Statistiche\Stata\Richard_2.dta", clear > generate indicator =abs(r(t))>=abs(scalar(tobs)) > sum indicator, mean > display "ASLboot="r(mean) > ------------------------------end example---------------------------- > > HTH, Kind Regards and enjoy your W-E, > > Carlo > -----Messaggio originale----- > Da: Richard Harvey [mailto:richardharvey2008@googlemail.com] > Inviato: venerdì 5 dicembre 2008 23.37 > A: Carlo Lazzaro > Oggetto: Re: R: bootstrapped p-values > > 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/ >> >> >> > > > > -- > 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/ > -- 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/

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

- Prev by Date:
**RE: st: significance test between two kendalls' tau coefficents ?** - Next by Date:
**Re: SV: SV: st: Survey - raking - calibration - post stratification - calculating weights** - Previous by thread:
**st: R: R: bootstrapped p-values** - Next by thread:
**Re: st: R: R: bootstrapped p-values** - Index(es):

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