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RE: Re: st: RE: RE: Bootstrap and Technical analysis


From   Mahmoud Abd-El-Aal <[email protected]>
To   [email protected]
Subject   RE: Re: st: RE: RE: Bootstrap and Technical analysis
Date   Tue, 19 Aug 2008 16:13:17 +0100 (BST)

Building on my last email , another point i would like to ask about, since
i want to see the fraction of simulations that generate a mean of the
bootstraped variable compared to another variable.
I would run the command
bootstrap (location: mean=r(mean)), rep(1000): sum var2,detail
then i want to save all the bootstrap samples, the 1000 samples in order
to compare each individual mean to var1 single mean
Also when running the above command , the P value  what does it represent?
i know that if the p<confindence level then it is statisticaly
significant, i also tried the command:
 bootstrap "ttest var2=0.0001218" "r(mu_2)", reps(1000) which i think i
mentioned i the last email, if the p value is 0 then the mean is bigger ?
The basic point that i am trying to reach is how many samples from the
bootstraped ones has a bigger mean than the value of 0.0001218, any
suggestions?
Thanks for reading
Mo

-- 
Mahmoud Abd El Aal
MSc. F&I
UOB


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