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Re:Re: st: est2tex, significance levels


From   Valérie Orozco <Valerie.Orozco@toulouse.inra.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re:Re: st: est2tex, significance levels
Date   Wed, 18 Jul 2007 16:50:29 +0200

The p-value is directly obtained from the t distribution.
You can also try the following command :
estimates table,star(0.10 0.05 0.01) /*respectively a significance of 90%, 5% and 1% */
it will give you the stars associated at each coefficient.

*From* "Yun Liu" <liuyun3@gmail.com <mailto:liuyun3@gmail.com>>
*To* statalist@hsphsun2.harvard.edu <mailto: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) ------------------------------------------------------------------------------

Valérie Orozco a écrit :


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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