Dear Statalists,
Hoping for someone to explain: I want to know whether boottest, a user-written command by David for wild bootstrapping, will be useful for the following situation.
I want to estimate the effects of policy intervention (T) on multiple outcomes (about 27); In this case, should I account for multiple hypothesis testing?
I am interested in the effects of the policy (T) and I did this for each outcome.
reg Y1 T (treatment) Xlist
boottest T, madjust(bonferroni)
.
.
.
reg Yn T (treatment) Xlist
boottest T, madjust(bonferroni) P values are the same with and without madjust option
Can anyone explain how to handle the multiple hypothesis testing when using boottest?
With warm regards,
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