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Re: st: Bootstrap sampling for evaluating hypothesis tests


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Bootstrap sampling for evaluating hypothesis tests
Date   Wed, 13 Mar 2013 12:18:36 -0400

Maarten,

In the plots produced by -simpplot-, how about labeling the vertical
axis "deviation" (the term that you use in the text) instead of
"residuals"?

Also, it may be useful to mention that the 95% Monte Carlo acceptance
region is pointwise.  That is, the curves trace the endpoints of the
95% confidence interval as a function of the nominal level.

David Hoaglin

On Wed, Mar 13, 2013 at 11:49 AM, Maarten Buis <[email protected]> wrote:
> --- On Wed, Mar 13, 2013 at 4:04 PM, Margaret MacDougall wrote:
>>> I would value receiving recommendations on literature explaining the
>>> application of bootstrap sampling to assess robustness to Type I errors of a
>>> proposed new hypothesis test. Better still, if the recommended references
>>> contain corresponding computer syntax!
>
> --- On Wed, Mar 13, 2013 at 4:45 PM, Maarten Buis wrote:
>> Here are two examples of how to do this in Stata:
>
> And I forgot to mention that these examples require -simpplot- which
> is available from SSC and is described here:
> <http://www.maartenbuis.nl/software/simpplot.html>.
>
> -- Maarten
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