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Re: st: calculating df for t and f-statistics in survey linear


From   ja1@umbc.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: calculating df for t and f-statistics in survey linear
Date   Sat, 9 Sep 2006 16:58:52 -0400 (EDT)

thanks!


 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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