Jade <ja1@umbc.edu> is analyzing survey data, and wants to know the degrees of
freedom used with the reported t and F tests:
> I'm trying to figure out how to compute the df for t and F in these
> results (below). I'm not sure what is being used as N? Any direction
> would be helpful.
>
> . svyreg fac_etoh bio_sex age dep_sum
>
> Survey linear regression
>
> pweight: gswgt1 Number of obs = 1348
> Strata: region Number of strata = 4
> PSU: psuscid Number of PSUs = 92
> Population size = 1138728.8
> F( 3, 86) = 11.46
> Prob > F = 0.0000
> R-squared = 0.0448
> ------------------------------------------------------------------------------
> fac_etoh | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> bio_sex | .3015771 .0693058 4.35 0.000 .1638464 .4393079
> age | -.0744264 .0298961 -2.49 0.015 -.1338386 -.0150142
> dep_sum | -.0153594 .0047195 -3.25 0.002 -.0247383 -.0059805
> _cons | .919665 .5149458 1.79 0.078 -.1036815 1.943011
The numerator and denominator df used in the model F test are reported in the
output.
Numerator: 3 = df_m, one for each indepvar in the model
Denominator: 86 = (92 - 4) - (3 - 1) = df_r - (df_m - 1)
Here df_r is the design degrees of freedom, which is documented in the Survey
manual to be N - L; number of PSU's minus number of Strata.
For the individual t-tests, df_r is used to compute the p-values.
--Jeff
jpitblado@stata.com
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