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Re: st: bootstrap _b VS bootstrap _se


From   Sirak <sirak22@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap _b VS bootstrap _se
Date   Wed, 21 Jul 2010 09:57:14 +0200

Thanks Marteen again. But what if the coefficients which I found them
significant ( with high t-values) in SUREG are not more significant in
bootstrap _b, reps(1000). Isnt it this means the orginal findings dont
replicate?? I am asking this because I am estimating costs and I find
negative values (negative costs- strange)  which are significant in
SUREG and are not significant at all in bootstrap _b, reps(1000).
Sorry for taking your time. Thanks again.
sirak



On Wed, Jul 21, 2010 at 9:36 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Wed, 21/7/10, Sirak wrote:
>> But one think I didnt get it here is, the coefficients
>> for  sureg  and bootstrap _b, reps(1000) : sureg  are
>> the same. the change is only in standard deviation and
>> confidence interval. I was expecting to see a little
>> change in the coeficients, but none of them changed.
>>  I have read this suggested that the original findings
>> were replicated. Is that right?
>
> No, that is not correct. The bootstrap is only intended
> as a way to calculate standard errors and confidence
> intervals. It does not and should not change the point
> estimates. The following book is a very readable and
> instructive introduction to the bootstrap:
>
> Bradley Efron and Robert J. Tibshirani (1998) An
> Introduction to the Bootstrap. Monographs on Statistics
> and Applied Probability, nr 57. Boca Raton: Chapman &
> Hall/CRC.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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