Dear Richard,

Nick's yesterday reply about p-value still holds.

Percentile based confidence interval (CI) are simply one out of four methods

(but please note that bias corrected and accelerated (BCa) CI should be set

before starting bootstrap procedure by thicking the apposite box in -

bootstrap options -) ,Stata offers you for calculating bootstrap. You can

simply invoke - estat bootstrap, all - at the end of your yesterday's Stata

lines.

However, and this is more relevant, despite its computational appealing,

bootstrap percentile CIs are not generally recommended (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).

Moreover, for a comprehensive coverage of bootstrap method, the usual

reference is: Efron B, Tibshirani RJ. An Introduction to the Bootstrap.

Chapman and Hall: New York, 1993

HTH,Kind Regards and enjoy your W-E,

Carlo

-----Messaggio originale-----

Da:

[hidden email]
[mailto:

[hidden email]] Per conto di Richard Harvey

Inviato: sabato 6 dicembre 2008 0.19

A:

[hidden email]
Oggetto: Re: st: R: bootstrapped p-values

hi all,

Also, Is there any relation between p values and the percentile based

confidence interval?

thanks

rich

2008/12/5 Richard Harvey <

[hidden email]>:

> 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/>>

>>

>>

>> *

>> * 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

>

--

thanks for your time

rich

*

* For searches and help try:

*

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