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


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Rép. : st: Re: Rép. : st: RE: Bug in star displa y (t value in regression coefficients)?
Date   Thu, 04 Nov 2004 09:46:14 -0500

At 03:05 PM 11/4/2004 +0100, Antoine Terracol wrote:
Le 04/11/2004 14:54, Herve STOLOWY a écrit :

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

di invttail(df,0.5*alpha)

will give you the (absolute value of the) critical value for a test of Beta= 0 at the alpha % level for the specified df.

hence,

di invttail(25,0.025)

gives the critical value at the 5% level for 25 df (which happens to be 2.0595386)
Except the d.f. in this case = 22, so the critical value is 2.0738731.

Such numbers can also be found in tables, if that is more convenient; see, for example, p. 10 of

http://www.nd.edu/~rwilliam/stats1/appendices/xappxe.pdf

Also, from within Stata, type

help probfun

to get info on functions like invttail.




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Richard Williams, Associate Professor
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