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RE: st: Bias corrected p-values after bootstrap
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
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
[email protected]
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 <[email protected]>
>
> 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.
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