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st: AW: simple question to tests


From   Gawrich Stefan <s.gawrich@hlpug.hessen.de>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: AW: simple question to tests
Date   Mon, 8 May 2006 09:52:55 +0200

> Dear Statalist-Readers,
> 
> I have a very simple question concerning tests in STATA. I 
> run a regression
> and afterwards I did a test for heteroskedasticity. 
> 
> . hettest
> 
> Breusch-Pagan / Cook-Weisberg test for heteroskedasticity 
>          Ho: Constant variance
>          Variables: fitted values of yvar
> 
>          chi2(1)      =    25.56
>          Prob > chi2  =   0.0000
> 
> I am (very often) confused, what the probability (here 
> 0.0000) means. Does
> it mean that the Ho can not be rejected on a 5 percent level?



Stata gives you not just a "significant" or "non-significant" as a result of
a statistical test but the probability of obtaining the given or a more
extreme result if the Ho is true. 

So all you have to do is compare this probability to your (a-priori!) chosen
significance level: 
0.0000 is smaller than 5% (0.05), 1% (0.01) or 0.1% (0.001). 
So in this case you would reject Ho on any significance level.


Dr. Stefan Gawrich 
Hesse Health State office
35683 Dillenburg 
Germany





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