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Re: st: p-value after cluster option


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: p-value after cluster option
Date   Mon, 28 Aug 2006 08:22:38 -0400

sounds like a problem with you're getting the degrees of
freedom correct -- what is the N for the regression and
how many parameters are in the regression; when you used
a table, how many df did you use in the lookup?

Rich

sara borelli wrote:

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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