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st: RE: Regression p-values
I think you need more convincing and more detailed
examples before we can discuss this seriously.
In particular, t = 1.96 is a good approximation for
p = 0.05 only for large sample sizes, as any consultation
of tables or experiment with -invttail()- will verify.
> 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.
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