Week 8 Selection Bias. Chang

Week 8 Selection Bias. Chang

by Stephen Chang -
Number of replies: 1

Refer to the attached files, and let me know if you have any questions (I was able to run a bootstrap to obtain the # of observations with p<0.05 for the four different scenarios).

Best,

Stephen

In reply to Stephen Chang

Re: Week 8 Selection Bias. Chang

by Maria Glymour -

Nice job Stephen.  Note the distinction between 

      bootstrap, reps(100) size(500): regress Ysel Xsel

which draws 100 samples of size n=500 from a population (in this case of 50,000) and repeatedly generating new data sets of size n=500.  The former case will lead to more similarity between iterations than the latter.

Also, what you did looks terrific but some of this is already packaged in stata and would make your life easier if you need to do it in the future - there is a "simulate" command in stata that is very useful and alternatively  you can ask the bootstrap to return any particular parameter from each iteration - ie the p-values.  

 maria