Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Statistical significance when bootstrapping the -rd- command?


From   Jen Zhen <[email protected]>
To   [email protected]
Subject   st: Statistical significance when bootstrapping the -rd- command?
Date   Mon, 20 Sep 2010 16:20:47 +0200

Dear listers,

When bootstrapping Austin Nichol's rd command:

bs, reps(100): rd outcome assignment, mbw(100) ,

I find that often the resulting P value tells me the estimate is not
statistically significant at the conventional levels, even when visual
inspection and more basic methods like simple OLS regressions on a
treatment dummy, assignment and assignment squared suggest huge
statistical significance.

That makes me wonder whether possibly this boot-strapping method might
somehow understate the true statistical significance of the effect in
question? Or can and should I fully trust these results and conclude
that the estimate is not statistically significant at the conventional
levels?

Thanks and best regards,
JZ
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index