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]
Re: st: Bias corrected p-values after bootstrap
From
Sunday Clark <[email protected]>
To
[email protected]
Subject
Re: st: Bias corrected p-values after bootstrap
Date
Mon, 14 Nov 2011 14:10:23 -0500
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
> > *
> > * 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/
> >
> >
> >
>
>
> *
> * 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/
*
* 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/