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Re: st: using the estimates of each individual bootstrap iteration


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: using the estimates of each individual bootstrap iteration
Date   Thu, 4 Aug 2011 14:27:43 +0200

On Thu, Aug 4, 2011 at 3:19 AM, Pavel Roshanov wrote:
> I want to test the same set of independent variables in a large number
> of bootstrap samples and determine the proportion of times that each
> variable came up statistically significant (p=<0.05).

There is an example on how to do that in this talk held at the 2008
North American Stata Users' Meeting:
<http://ideas.repec.org/p/boc/nsug08/14.html>. This presentation was
given using Stata. See the readme.txt that is part of the .zip file
for instructions on how to open and use it.

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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