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Re: st: Bias corrected p-values after bootstrap


From   Jorge Eduardo Pérez Pérez <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Bias corrected p-values after bootstrap
Date   Mon, 7 Nov 2011 12:05:39 -0500

After -bootstrap-, the point estimates are stored in e(b) and the bias
is stored in e(bias). So you can get the bias corrected point
estimates:

matrix bc=e(b)-e(bias)

After that, you can compute your p-values using these new point
estimates and the standard errors, see:

http://www.stata-journal.com/article.html?article=st0137

Hope this helps,
_______________________
Jorge Eduardo Pérez Pérez




On Mon, Nov 7, 2011 at 9:40 AM, Sunday Clark <[email protected]> wrote:
> Hello,
>
> I saw this question posted in the archives four years ago, but did not
> see an answer. I am wondering if new information is available that
> might help answer the question. I there a way to obtain bias corrected
> p-values in addition to the bias corrected confidence intervals after
> running a bootstrap? I used the following to obtain the confidence
> intervals: estat bootstrap, all or.
>
> Thank you,
> Sunday
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