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st: significance level after ols, robust


From   "Viktor Slavtchev" <viktor.slavtchev@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: significance level after ols, robust
Date   Tue, 01 May 2007 15:31:08 +0200

Dear Stata-listers,
I’m estimating a simple OLS with correction for intragroup correlation:
reg y x1 x2, cluster(race).
Now Stata reports estimated coefficient, SE, t–values and P>|t|. For example:
2.910862   1.303605     2.23   0.089
t-value of 2.23 means significant at 5%, at least according to a standard normal distribution table.  Significance level reported by Stata is, however, 8.9%. Why?
Thanks
Viktor



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