carlo thanks for your effort...

I am still confused by your example..

especially this bit of the code..

related to the p-value.. sorry if tis is really dumb but i have got

myself into a mental knot with this.

> Dear Richard,

> I suppose that confusion arose because you are implicitly referring to two

> different things:

>

> - the meaning of p-value reported in bootstrap printout (and Nick's

> yesterday reply still holds):

>

> - the bootstrap p-value vs the original one in searching for the

> significance of the difference of the mean with skewed data.

> As widely reported in literature (please see for instance, Desgagne A,

> Castilloux A, Angers J, LeLorier J. The use of the bootstrap statistical

> method for the pharmacoeconomic cost analysis of skewed data.

> Pharmacoeconomics 1998; 13:487-497.Barber JA and Thompson SG. Analysis of

> cost data in randomized trials: an application of the non-parametric

> bootstrap. Statistics in Medicine 2000; 19:3219-3236), ttest procedure needs

> the fulfilments of some prerequisite before being invoked, which are

> systematically violated whenever data are skewed (please, take a look at the

> following example sketched via Stata 9.2/SE):

> ---------------------------begin example---------------------------

> sysuse auto

> save "C:\Documents and

> Settings\carlo\Documenti\Statistiche\Stata\Richard_1.dta", replace

> ttest mpg, by(foreign) unequal

> scalar tobs=r(t)

> sum mpg, mean

> scalar omean=r(mean)

> sum mpg if foreign==0, mean

> replace mpg = mpg-r(mean) + scalar(omean) if foreign==0

> sum mpg if foreign==1, mean

> replace mpg = mpg-r(mean) + scalar(omean) if foreign==1

> sort foreign

> by foreign: sum mpg

> keep mpg foreign

> set seed 1

> bootstrap r(t), reps(1000) nodots strata(foreign) saving(C:\Documents and

> Settings\carlo\Documenti\Statistiche\Stata\Richard_2.dta, every(1)

> replace)verbose : ttest mpg, by(foreign) unequal

> save "C:\Documents and

> Settings\carlo\Documenti\Statistiche\Stata\Richard_1.dta", replace

> use "C:\Documents and

> Settings\carlo\Documenti\Statistiche\Stata\Richard_2.dta", clear

> generate indicator =abs(r(t))>=abs(scalar(tobs))

> sum indicator, mean

> display "ASLboot="r(mean)

> ------------------------------end example----------------------------

>

> HTH, Kind Regards and enjoy your W-E,

>

> Carlo

> -----Messaggio originale-----

> Da: Richard Harvey [mailto:

[hidden email]]

> Inviato: venerdì 5 dicembre 2008 23.37

> A: Carlo Lazzaro

> Oggetto: Re: R: bootstrapped p-values

>

> hi,

>

> thanks nick and carlo..

>

> I understand your point about the p value in the statout now. I am a

> bit confused about some things i have read elsewhere

>

> for example the following

>

>

http://compdiag.molgen.mpg.de/ngfn/docs/2003/nov/Exercises_Bootstrap.pdf>

> discusses non parametric bootstrap on page 4 and on page 5 it talks about

>

> "The two-sided p-values are now calculated by determining the

> percentage of situation where the

> absolute value of the test statistics calculated from the groups with

> permutated values is at least

> as large as the absolute value of the test statistics calculated from

> the original groups."..

>

> and the following page

>

> westfall.ba.ttu.edu/Finance%20Pres.ppt

>

> talks about something similar on page 11 and page 12

>

> I am not what that means and how that is related to the stata p-value?

> and the following page

>

> westfall.ba.ttu.edu/Finance%20Pres.ppt

>

> talks about something similar on page 11 and page 12

>

> I am not what that means and how that is related to the stata p-value?

>

>

> thanks

> rich

>

> 2008/12/5 Carlo Lazzaro <

[hidden email]>:

>> Dear Richard,

>> I would refer you to Stata Archives and recommend to take a look at

> Maarten

>> Buis' and Martin Weiss' kind replies to one thread I have posted on 2008

> Sep

>> 6 (which was not so different from yours, as it would seem):

>>

>> st: z statistics in bootstrap output

>>

>> Kind Regards and enjoy your W-E,

>> Carlo

>> -----Messaggio originale-----

>> Da:

[hidden email]
>> [mailto:

[hidden email]] Per conto di Richard Harvey

>> Inviato: venerdì 5 dicembre 2008 18.40

>> A:

[hidden email]
>> Oggetto: st: bootstrapped p-values

>>

>> 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

>> *

>> * 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/>>

>>

>>

>

>

>

> --

> thanks for your time

> rich

>

>

>

> *

> * 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/>