Bootstraping and alpha significance
Posted: Mon May 29, 2006 1:57 am
Hi,
Every time I run bootstraping I always get different result of t-statistic value. To decide whether this t-statistic significance or not if i used 10% significance level it will be problem because it is unstable, but if I use 5% or 1% it will get consistent result. Which significance level sholud I use?
How could you explain to us why every time running bootstraping I get diferent result of t-statistics?
Thanks
Every time I run bootstraping I always get different result of t-statistic value. To decide whether this t-statistic significance or not if i used 10% significance level it will be problem because it is unstable, but if I use 5% or 1% it will get consistent result. Which significance level sholud I use?
How could you explain to us why every time running bootstraping I get diferent result of t-statistics?
Thanks