Page 1 of 1

Bootstraping and alpha significance

Posted: Mon May 29, 2006 1:57 am
by ghozali
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

Posted: Mon May 29, 2006 7:11 am
by cyberian
isn't bootstrapping: picking samples randomly? so your results vary depending on your significance level.

but hey i can be wrong - i am just a novice

Posted: Thu Jun 01, 2006 1:49 pm
by stefanbehrens
We've already had the same discussion in this forum.

Please have a look at:
viewtopic.php?t=151