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st: p-value after cluster option


From   sara borelli <saraborelli77@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: p-value after cluster option
Date   Mon, 28 Aug 2006 10:40:35 +0200 (CEST)

Dear Statalist members,

I have a problem in using the cluster option. After I
use cluster, I get different interpretations of the
significance of the results using the t-statistic or
the p-value. If I omit cluster, then the t-statistics
and p-value give the same answer, I also calculate the
p-value by "hand" with the statistical tables and the
results correspond to the output in stata. 
But when I use cluster, the p-values look "wrong",
that is if I calculate the p-value using the
"new-clustered" t-statistics and the statistical
tables I get a result that is different from the stata
output

example:regression NO CLUSTER
              coeff       std err       t    p-value
variable x:  -.0156935   .0091102    -1.72   0.085    

                             confidence interval
                            -.0335624    .0021754

p-value and t give the same answer and p-value is
right according to tables

example:same regression with CLUSTER

               coeff       std err       t    p-value
variable x:  -.0156935   .0073801    -2.13     0.053
                          
                          confidence interval 
                          -.0316372    .0002501 

p-value and t give different answers, according to the
statistical tables the p-value should be 0.033


I would appreciate any help

Sara Borelli

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