# st: bootstrapped p-values

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## 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/
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## st: RE: bootstrapped p-values

 No. Look at the results Stata is giving you: you can reconstruct with -display- the calculation that z = coef / se = 31.66644 /  2.900212 = 10.92 (2 d.p.). Then it's a matter of looking up P for z as a unit Gaussian, in this example a mind-blowingly small value. That's why it says "Normal-based". Nick [hidden email] Richard Harvey 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) ? * *   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/
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## st: R: bootstrapped p-values

 In reply to this post by Richard Harvey 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/* *   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/
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