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Re: st: Strange -robust- results with a singleton dummy (continued)


From   "Alexander Nervedi" <alexnerdy@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Strange -robust- results with a singleton dummy (continued)
Date   Wed, 19 Oct 2005 23:31:39 +0000

Hi !

The emails from Vince, and earlier Mark, have really helped me pinpoint why I have been getting such weird F(.,.) for the overall significance of the coefficients in my regression (with cluster) estimates.

However, niggling doubt remains when i stare at my regression output - one of the estimate has a beta value of of - 0.12 and SE of 0.06 and so a t-stat of - 2.06. I'd expect t-stat values greater than 2 to be signifiant, yet the P > |t| is 0.132. Are these number consistent with each other ?

For the record, I do indeed have a singleton dummy variable at the cluster level (instead of a single observation with a 1, i have cluster level dummies) and want to control for unobservable cluster level time invariant variables.

thanks,

Al,

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