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From |
n j cox <n.j.cox@durham.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: exact (more decimals) p values ? |

Date |
Fri, 21 Sep 2007 19:30:55 +0100 |

There is a more general point which might get obscured by references to -parmest-, -estout- and so forth. It is that you can see more decimals by looking at the saved results, using -return list- or -ereturn list- as appropriate. In some cases the P-value is one such saved result; in others you have do more work to get at a P-value. Programs such as -parmest- and -estout- do their magic by seeking out such returned results. A different kind of point is that once a P-value shows that you are far out in the tail of a sampling distribution, the accuracy (let alone exactness) of that P-value is especially sensitive to whether the underlying assumptions are indeed satisfied. Scientifically it makes no difference to me, and no doubt at least some others, what follows P = 0.0000, as the only issues are then _interpreting_ a model fit that passes every conventional significance test. Newson, Roger B I personally aencounter this problem all the time. My usual solution is to use the -parmest- package, downloadable from SSC, which produces an output dataset (or resultsset) with one observation per parameter and data on estimates, confidence intervals, P-values and other parameter attributes. This dataset can be listed to the log and/or saved to disk and/or written to memory, overwriting the existing dataset. For instance, you might type regress mpg weight foreign parmest, list(parm estimate stderr t min96 max95 p) format(p %-8.2g) and get the results listed with the P-value in a left-justified format, usually with 2 significant figures. The on-line help for -parmest- contains many more references to other tricks that can be done with -parmest-, together with other packages on SSC. So does my website (see my signature below). Alternatively, there is probably a solution with either -estout- or -outreg-, which you can also download from SSC. Marcus Fischer is there a way to report p values with more than 4 decimals ? (in case of low p values STATA reports 0.0000). I would like to know the exact p value. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: RE: exact (more decimals) p values ?***From:*"Newson, Roger B" <r.newson@imperial.ac.uk>

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