Hi,
Could someone please explain how stata computes the bootstrap p-values?
suppose i issue the following commands
sysuse auto
bootstrap t=r(t), rep(1000) saving(bsauto, replace): ttest mpg==0
i get
Bootstrap results Number
of obs= 74
Replications = 1000
Observed Bootstrap Normal-based
Coef. Std. Err. z P>z [95% Conf. Interval]
t 31.66644 2.900212 10.92 0.000 25.98213 37.35075
how does stata compute the P>z?
does it...
look at the proportion of bootstrapped t-values which are less than or
equal to the original t-value ( from
ttest mpg==0) say x and the proportion of bootstrapped t-values which
are greater than or equal to the original t-value ( from ttest mpg==0)
say y then computes p as 2 min(x,y) ?
--
thanks for your time
rich
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