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RE: st: Bias corrected p-values after bootstrap


From   "David Radwin" <[email protected]>
To   <[email protected]>
Subject   RE: st: Bias corrected p-values after bootstrap
Date   Mon, 14 Nov 2011 11:22:16 -0800 (PST)

Sunday,

I think you need to use a straight quotation mark (') instead of a right
quotation mark (´) after the local macro.

David
--
David Radwin
Research Associate
MPR Associates, Inc.
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-849-4942
Fax: 510-849-0794

www.mprinc.com


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Sunday Clark
> Sent: Monday, November 14, 2011 11:10 AM
> To: [email protected]
> Subject: Re: st: Bias corrected p-values after bootstrap
>
> Jorge, Thank you very much for your reply!
>
> Following the steps outlined by Buis in The Stata Journal
> (http://www.stata-journal.com/article.html?article=st0137), I have
> been able to obtain the t statistic using the following: di
> _b[var1]/_se[var1]
>
> When I try the following to obtain the P value:
> . local t = _b[var1]/_se[var1]
> . di 2*ttail(e(df_r),abs(`t´))
>
> I get the following error:
> `t´ invalid name
> r(198);
>
> I am doing something wrong, but I can't seem to identify the problem.
> I am using Stata 12. I would appreciate any help.
>
> Thank you,
> Sunday
>
> 2011/11/7 Jorge Eduardo Pérez Pérez <[email protected]>
> >
> > After -bootstrap-, the point estimates are stored in e(b) and the bias
> > is stored in e(bias). So you can get the bias corrected point
> > estimates:
> >
> > matrix bc=e(b)-e(bias)
> >
> > After that, you can compute your p-values using these new point
> > estimates and the standard errors, see:
> >
> > http://www.stata-journal.com/article.html?article=st0137
> >
> > Hope this helps,
> > _______________________
> > Jorge Eduardo Pérez Pérez
> >
> >
> >
> >
> > On Mon, Nov 7, 2011 at 9:40 AM, Sunday Clark <[email protected]>
> wrote:
> > > Hello,
> > >
> > > I saw this question posted in the archives four years ago, but did
not
> > > see an answer. I am wondering if new information is available that
> > > might help answer the question. I there a way to obtain bias
corrected
> > > p-values in addition to the bias corrected confidence intervals
after
> > > running a bootstrap? I used the following to obtain the confidence
> > > intervals: estat bootstrap, all or.
> > >
> > > Thank you,
> > > Sunday

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