Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: obtaining p-value output from bootstrapped data


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: obtaining p-value output from bootstrapped data
Date   Sun, 3 Apr 2005 19:03:34 -0500

Brian,

How about if you use the saving option and calculate the p-values from the
bootstrapped coefficients and standard errors.

Scott
 
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Brian Hugh Colwell
> Sent: Friday, April 01, 2005 12:58 PM
> To: [email protected]
> Subject: st: obtaining p-value output from bootstrapped data
> 
> All,
> I am working with cross-sectional data collected from a small sample (74).
> Because the sample is small, I'd like to get greater leverage
> on which coefficients from my model are more robust.  With that as my
> motivation I'm bootstrapping my data.  The main question:
> 
> Can p-values be obtained in the bootstrapping output or just standard
> errors and confidence intervals?
> 
> The manual illustrates how to arrive at them for t-tests, but how about
> for each of the coefficients in a model such as the following:
> 
> . bs "ologit y1 x1 x2 x3 x4" _b, reps(1000) bca
> 
> I'm quite the novice, so any direction/advice would be appreciated.
> I may be missing some important steps, or simply doing something
> impermissable.
> 
> Thanks,
> Brian
> 
> 
> 
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index