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Re: st: Regression p-values


From   "Eric G. Wruck" <ewruck@econalytics.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Regression p-values
Date   Sun, 1 May 2005 11:14:55 -0400

Sounds like you don't have many degrees of freedom left.  Looking at Mood, Graybill & Boes (1974), I see that a t(df=5, p=0.10) = 2.015 -- so you must have something close to that in terms of df.  The robust & cluster options will further use up degrees of freedom which I guess is one of the costs of using it.

Hope this helps.  You might want to paste in your output (the relevant parts) in a subsequent posting if it appears I'm not getting your inquiry.

EGW


>Why is it that sometimes the regression outputted p-values don't match
>up with the reported t-stats?  For example, t=1.96 should correspond
>to p = 0.05.  But in current output using the robust and cluster
>options I have one stat with t=2.02 and p=0.078.
>
>Thanks!


-- 

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