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From |
Nick Cox <n.j.cox@durham.ac.uk> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Bias corrected p-values after bootstrap |

Date |
Mon, 14 Nov 2011 19:25:28 +0000 |

Wrong tick. . regress mpg foreign Source | SS df MS Number of obs = 74 -------------+------------------------------ F( 1, 72) = 13.18 Model | 378.153515 1 378.153515 Prob > F = 0.0005 Residual | 2065.30594 72 28.6848048 R-squared = 0.1548 -------------+------------------------------ Adj R-squared = 0.1430 Total | 2443.45946 73 33.4720474 Root MSE = 5.3558 ------------------------------------------------------------------------------ mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- foreign | 4.945804 1.362162 3.63 0.001 2.230384 7.661225 _cons | 19.82692 .7427186 26.70 0.000 18.34634 21.30751 ------------------------------------------------------------------------------ . local t = _b[foreign]/_se[foreign] . di 2*ttail(e(df_r),abs((`t'))) .00052542 You need char(39). Nick n.j.cox@durham.ac.uk Sunday Clark Jorge, Thank you very much for your reply! Following the steps outlined by Buis in The Stata Journal (http://www.stata-journal.com/article.html?article=st0137), I have been able to obtain the t statistic using the following: di _b[var1]/_se[var1] When I try the following to obtain the P value: . local t = _b[var1]/_se[var1] . di 2*ttail(e(df_r),abs(`t´)) I get the following error: `t´ invalid name r(198); I am doing something wrong, but I can't seem to identify the problem. I am using Stata 12. I would appreciate any help. Thank you, Sunday 2011/11/7 Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> > > 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 <sunday.clark@gmail.com> 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. * * 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**:**Re: st: Bias corrected p-values after bootstrap***From:*Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>

**Re: st: Bias corrected p-values after bootstrap***From:*Sunday Clark <sunday.clark@gmail.com>

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