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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: using the estimates of each individual bootstrap iteration |

Date |
Wed, 3 Aug 2011 22:19:49 -0400 |

Pavel Roshanov <roshanp@mcmaster.ca>: Wrap the work in a -program- that: loads the data (-use-) resamples (-bsample-) computes significance of each coef and returns a one or zero, meaning sig or not, clear estimation results (-ereturn clear-) then -end-s. Then loop with -forv- or -simulate- 10000 times. See also http://www.stata.com/statalist/archive/2006-12/msg00471.html On Wed, Aug 3, 2011 at 9:19 PM, Pavel Roshanov <roshanp@mcmaster.ca> wrote: > Hi Statalisters, > > I didn't receive a response and am still hoping for some help. Let me > reiterate my problem: > I want to test the same set of independent variables in a large number > of bootstrap samples and determine the proportion of times that each > variable came up statistically significant (p=<0.05). I suspect this > is simple to do but I just can't figure it out! > > Thank you for your time > > Pavel Roshanov > Graduate Student > Department of Clinical Epidemiology and Biostatistics > McMaster University, Hamilton, ON, Canada > > On Tue, Aug 2, 2011 at 2:16 PM, Pavel Roshanov <roshanp@mcmaster.ca> wrote: >> >> Dear Statalist, >> >> When running some estimation procedure with bootstrap resampling >> (logistic regression in my case) is there some way to store/use the >> results of each of, say, 10 000 iterations? I am trying to calculate >> the proportion of times out of 10 000 that a coefficient comes up >> statistically significant in order to test the stability of my >> findings. >> >> Any help will be greatly appreciated. * * 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: using the estimates of each individual bootstrap iteration***From:*Pavel Roshanov <roshanp@mcmaster.ca>

**Re: st: using the estimates of each individual bootstrap iteration***From:*Pavel Roshanov <roshanp@mcmaster.ca>

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