allocate 1000 COMPUTE N=50 ;* sample size SMPL 1 50 SET X = %RAN(1.) ;* WE HAVE A NORMAL VARIABLE WITH ZERO MEAN AND UNIT VARIANCE. STAT(NOPRINT) X COMPUTE TTEST=%CDSTAT, TSIGNIFICANCE=%SIGNIF DISPLAY %CDSTAT %SIGNIF ;* THE T-STAT IS INSIGNIFICANT AS EXPECTED * LET'S SEE HOW WE CAN BOOTSTRAP THIS T-STATISTIC DO I = 1,1000 ;* WE WILL DO 1000 REPLICATION BOOT ENTRY / 1 50 ;* THIS IS THE MAIN TRICK IN BOOTSTRAPPING SET XBOOT = X(ENTRY(T)) STATS(NOPRINT) XBOOT SET TBOOT I I = %CDSTAT ENDDO I SMPL 1 1000 COMPUTE FRAC5=%FRACTILES(TBOOT,|| 0.025 , 0.975 ||) DISPLAY 'LOWER AND UPPER FRACTILES (T-STATISTICS) IS ' FRAC5 ORDER TBOOT DISP TBOOT(25) TBOOT(975) ;* JUST TO SEE THAT THEY ARE SIMILAR COMPUTE ICOUNT=0. DO I=1,1000 IF(ABS(TBOOT(I)).GT.ABS(TTEST)) { COMPUTE ICOUNT=ICOUNT+1 } ENDDO I DISP 'THE P-VALUE FROM THE BOOTSTRAP IS ' (ICOUNT)/1000