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From |
"Newson, Roger B" <r.newson@imperial.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Fri, 21 Sep 2007 20:02:02 +0100 |

In my experience, the need for extra decimal places in P-values is usually motivated by multiple comparisons. For instance, if you are doing a genome scan of 10,000 polymorphism associations, then, on average, one of these polymorphism associations will have a sample P-value of P<=0.0001, even if all corresponding population associations are zero. In these cases, there is not yet a consensus, even amongst statisticians, about what constitutes a "conventional significance test". Most of the seminal references on practical multiple-test procedures for large sets of P-values are dated 2001 or later. Also, it would be very tedious to look at the returned results one by one, especially as, with e-class commands, you must either do some extra work, or get -estout-, -outreg- or -parmest- to do it for you. Best wishes Roger Roger Newson Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop genetics/reph/ Opinions expressed are those of the author, not of the institution. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of n j cox Sent: 21 September 2007 19:31 To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: exact (more decimals) p values ? 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/ * * 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/

**References**:**Re: st: RE: exact (more decimals) p values ?***From:*n j cox <n.j.cox@durham.ac.uk>

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