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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: z statistics in bootstrap output |

Date |
Sat, 6 Sep 2008 18:12:00 +0100 (BST) |

--- Carlo Lazzaro <[email protected]> wrote: > I would kindly ask you for a clarification and the related formula > concerning the meaning of z in bootstrap output. By default the output of -bootstrap- estimates the standard error using the bootstrap, but than for testing and confidence intervals assumes that the sampling distribution is normal. This is a sensible default as the default number of replications is small as well, which means that the estimate of the standard error is likely to be ok, but percentile, bias corrected confidence intervals would need much more replications. Having a small number of replications as a default seems sensible to me as well, as convenience matters most in an exploratory stage of the analysis, and in the exploratory stage you don't want to wait long for a result, while in the final stage you can afford to type a bit more to set the replications to a larger number. In those cases you should look at -help bootstrap postestimation- to see how you can get the other types of confidence intervals. Anyhow, the z is just the estimate divided by the standard error, and it is compared to the standard normal distribution to give you a test of the hypothesis that the coefficient equals zero. *------------------ begin example ------------------- sysuse auto, clear replace mpg = mpg-21 bootstrap mean=r(mean), reps(100): sum mpg, meanonly di _b[mean]/_se[mean] di 2*normal(-abs(_b[mean]/_se[mean])) *-------------------- end example ------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * 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/

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**References**:**st: z statistics in bootstrap output***From:*"Carlo Lazzaro" <[email protected]>

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