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Rép. : st: Re: Rép. : st: RE: Bug in star displa y (t value in regression coefficients)?


From   "Herve STOLOWY" <stolowy@hec.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   Rép. : st: Re: Rép. : st: RE: Bug in star displa y (t value in regression coefficients)?
Date   Thu, 04 Nov 2004 14:54:13 +0100

Dear Richard and all of you who replied:

I now better understand my error of interpretation (more related to stats than to Stata !!!). The p-value of the coefficient 2.02 is 0.056 (i.e., not significant at the 0.05 level).

The number of df is: 3 (model) + 22 (residual) = 25 (total). 

Do you know where I could find the critical value corresponding to each df, and particularly this one?

Best regards

Hervé

***********************************************************
HEC Paris
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>>> Richard.A.Williams.5@nd.edu 04/11/04 14:29 >>>
At 01:46 PM 11/4/2004 +0100, Herve STOLOWY wrote:

>One of the t values of the regression coefficients is 2.02 (I have it in 
>the Stata output).
>
>In the excel file obtained through outreg, this coefficient is not marked 
>with a star (whereas all other significant coefficients are automatically 
>marked with one (0.05 level) or two stars (0.01 level).
>
>Is then a problem with outreg? Or do I misuse outreg?

What are the sample size and degrees of freedom?  For example, if d.f. = 
30, the critical value for T is 2.042, not 1.96.  For d.f. = 40, the 
critical value is 2.021.  Also, does the regular Stata output from 
regression indicate that the coefficient is significant?

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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