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Re: st: est2tex, significance levels


From   "Yun Liu" <liuyun3@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: est2tex, significance levels
Date   Wed, 18 Jul 2007 20:05:33 +0800

Sure. On of my regression command is:
xi:xtreg aQ rds fyage lassets sp de i.year, fe i(id) r cl(year) nonest
The stata output is at the end of this message.

est2tex gives rds three stars, not two stars. The author Marc-Andreas
Muendler kindly explained that "The stars option is based on the
assumption of normally distributed standard errors. The code uses
t-distributed errors to assess significance, not the p-values." But I
am still puzzled. My regressions include fixed effects, and use robust
standard deviation with cluster options.  But the estimated output
still shows t and P>|t|. Doesn't stata calculate p value based on t
distributions? Anyway, the bottom line is, I should add the stars
according to p-values reported in stata output, right?

Thank you!

_Iyeara_1996-2004   (naturally coded; _Iyeara_1996 omitted)

Fixed-effects (within) regression               Number of obs      =     13040
Group variable (i): id                        Number of groups   =        48

R-sq:  within  = 0.0533                         Obs per group: min =         1
      between = 0.0784                                        avg =     271.7
      overall = 0.0645                                        max =      1378

                                               F(13,8)            = 214300.19
corr(u_i, Xb)  = 0.0478                         Prob > F           =    0.0000

                                 (Std. Err. adjusted for 9 clusters in yeara)
------------------------------------------------------------------------------
            |               Robust
         aQ |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        rds |   .3686158   .1319893     2.79   0.023      .064248    .6729837
      fyage |  -.0057774   .0022823    -2.53   0.035    -.0110403   -.0005145
    lassets |  -.3862244   .0592108    -6.52   0.000    -.5227648    -.249684
         sp |   1.345573   .1895998     7.10   0.000     .9083551    1.782791
         de |  -.1117767   .1149431    -0.97   0.359     -.376836    .1532826
_Iyeara_1997 |   .2387015   .0062056    38.47   0.000     .2243913    .2530117
_Iyeara_1998 |   .5235133   .0096897    54.03   0.000     .5011689    .5458577
_Iyeara_1999 |   .9848062   .0212358    46.37   0.000     .9358364    1.033776
_Iyeara_2000 |    .671056   .0209304    32.06   0.000     .6227905    .7193216
_Iyeara_2001 |   .2876369    .020132    14.29   0.000     .2412124    .3340613
_Iyeara_2002 |   .0992386   .0191882     5.17   0.001     .0549906    .1434866
_Iyeara_2003 |   .0816156   .0185712     4.39   0.002     .0387904    .1244408
_Iyeara_2004 |   .0807065    .018253     4.42   0.002      .038615    .1227979
      _cons |   2.874104    .433527     6.63   0.000     1.874389    3.873819
-------------+----------------------------------------------------------------
    sigma_u |  .61513864
    sigma_e |  2.6455573
        rho |   .0512914   (fraction of variance due to u_i)
------------------------------------------------------------------------------



On 7/18/07, Valérie Orozco <Valerie.Orozco@toulouse.inra.fr> wrote:
Hi Yun,

You're right concerning the significance of the parameters.
Could you please show us the command and the results you have?
I find it strange because because est2tex works well with my estimations.


*From*    "Yun Liu" <liuyun3@gmail.com <mailto:liuyun3@gmail.com>>
*To*      statalist@hsphsun2.harvard.edu
<mailto:statalist@hsphsun2.harvard.edu>
*Subject*         st: est2tex, significance levels
*Date*    Wed, 18 Jul 2007 00:14:51 +0800

------------------------------------------------------------------------

Hi, I have a question regarding significance levels.

In my understanding, p value in the regression output indicates the
two-sided significance level. If p<0.01, the estimated coefficient is
significant at 1%; if p<0.05, 5%; if p<0.1, 10%.

I use est2tex and specify levels(90 95 99). However, estimates with p
value 0.013 and 0.023 both receive three stars.

Am I missing something? Thank you!

Yun



--
*******************************************************
Valérie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex
Valerie.Orozco@toulouse.inra.fr
05-61-28-50-97 ou 05-61-12-85-91
*******************************************************


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