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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Why is there a fixed alpha for the P>|z| estimated with poisson? |

Date |
Fri, 12 Oct 2007 21:39:10 +0100 (BST) |

--- Diego Bassani <diego.bassani@gmail.com> wrote: > I have realized that the p-value for the null hypothesis (regression > coefficient = zero given that the rest of the predictors are in the > model) does not change when level (CI) is altered. > Why is the alpha for the p-value calculation in the z distribution > fixed, and is this true for other regression models as well? Yes, as it should be. The p-value is the probability of observing the data given that the null hypothesis is true. The p-value is a characteristic of the combination of data and model and does not depend on the theshold / alpha. The interpretation of the p-value (significant versus not significant) does depend on the alpha. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.html * * 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**:**st: Why is there a fixed alpha for the P>|z| estimated with poisson?***From:*"Diego Bassani" <diego.bassani@gmail.com>

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