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Re: st: p-value after cluster option


From   sara borelli <saraborelli77@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: p-value after cluster option
Date   Tue, 29 Aug 2006 09:01:07 +0200 (CEST)

in my regression I have N=1647 and  have 19 variables.
To calculate the P-values I used the tables of the
standard normal distribution as in the standard way to
calculate the P-values. My calculations match the
stata output when I do NOT use the cluster option, but
my calculations differ when I use the cluster

thanks
Sara


--- Richard Goldstein <richgold@ix.netcom.com> ha
scritto: 

> 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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