[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: significance level after ols, robust
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?