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Re: st: bootstrap _b VS bootstrap _se
From
Sirak <[email protected]>
To
[email protected]
Subject
Re: st: bootstrap _b VS bootstrap _se
Date
Wed, 21 Jul 2010 09:57:14 +0200
Thanks Marteen again. But what if the coefficients which I found them
significant ( with high t-values) in SUREG are not more significant in
bootstrap _b, reps(1000). Isnt it this means the orginal findings dont
replicate?? I am asking this because I am estimating costs and I find
negative values (negative costs- strange) which are significant in
SUREG and are not significant at all in bootstrap _b, reps(1000).
Sorry for taking your time. Thanks again.
sirak
On Wed, Jul 21, 2010 at 9:36 AM, Maarten buis <[email protected]> wrote:
> --- On Wed, 21/7/10, Sirak wrote:
>> But one think I didnt get it here is, the coefficients
>> for sureg and bootstrap _b, reps(1000) : sureg are
>> the same. the change is only in standard deviation and
>> confidence interval. I was expecting to see a little
>> change in the coeficients, but none of them changed.
>> I have read this suggested that the original findings
>> were replicated. Is that right?
>
> No, that is not correct. The bootstrap is only intended
> as a way to calculate standard errors and confidence
> intervals. It does not and should not change the point
> estimates. The following book is a very readable and
> instructive introduction to the bootstrap:
>
> Bradley Efron and Robert J. Tibshirani (1998) An
> Introduction to the Bootstrap. Monographs on Statistics
> and Applied Probability, nr 57. Boca Raton: Chapman &
> Hall/CRC.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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