Using the following command in Stata 8:
bs "reg y x1 x2" "_b[x1] _b[x2]", reps(10000)
we obtain the observed coefficients, bias, se and 95% confidence interval by
default. Although we can change the confidence interval (e.g. to 99%), we would
ideally like to generate p-values based on the bootstrap statistics. Does
anyone know if this can be done, and if so, how?
Many thanks
Mark Clatworthy
Cardiff University
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