I do not think there's anything peculiar in the posted output.
the p-value should not change - your threshold at which a given
p-value is considered "beyond chance" changes.
The CI boundaries change as they are supposed to (Note the breadth of
the corresponding CIs in your output).
tom
On 10/12/07, Diego Bassani <[email protected]> wrote:
> Dear Statalist members,
>
> 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?
>
> Thanks
>
> Diego
>
> ______________________
> see below three examples with level set at 99, 90 and 95.
>
> xi3: poisson dep i.ind, vce(cluster _set) irr level(99)
>
> Iteration 0: log pseudolikelihood = -21326.6
> Iteration 1: log pseudolikelihood = -21326.6
>
> Poisson regression Number of obs = 39500
> Wald chi2(1) = 3.03
> Prob > chi2 = 0.0819
> Log pseudolikelihood = -21326.6 Pseudo R2 = 0.0001
>
> (Std. Err. adjusted for 8351 clusters in _set)
> ------------------------------------------------------------------------------
> | Robust
> dep| IRR Std. Err. z P>|z| [99% Conf. Interval]
> -------------+----------------------------------------------------------------
> _Iind | 1.034227 .0200087 1.74 0.082 .9839511 1.087072
> ------------------------------------------------------------------------------
>
> . xi3: poisson dep i.ind, vce(cluster _set) irr level(95)
>
> Iteration 0: log pseudolikelihood = -21326.6
> Iteration 1: log pseudolikelihood = -21326.6
>
> Poisson regression Number of obs = 39500
> Wald chi2(1) = 3.03
> Prob > chi2 = 0.0819
> Log pseudolikelihood = -21326.6 Pseudo R2 = 0.0001
>
> (Std. Err. adjusted for 8351 clusters in _set)
> ------------------------------------------------------------------------------
> | Robust
> dep | IRR Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> _Iind | 1.034227 .0200087 1.74 0.082 .9957449 1.074196
> ------------------------------------------------------------------------------
>
> . xi3: poisson dep i.ind vce(cluster _set) irr level(90)
>
> Iteration 0: log pseudolikelihood = -21326.6
> Iteration 1: log pseudolikelihood = -21326.6
>
> Poisson regression Number of obs = 39500
> Wald chi2(1) = 3.03
> Prob > chi2 = 0.0819
> Log pseudolikelihood = -21326.6 Pseudo R2 = 0.0001
>
> (Std. Err. adjusted for 8351 clusters in _set)
> ------------------------------------------------------------------------------
> | Robust
> dep | IRR Std. Err. z P>|z| [90% Conf. Interval]
> -------------+----------------------------------------------------------------
> _Iind | 1.034227 .0200087 1.74 0.082 1.001834 1.067668
> ------------------------------------------------------------------------------
> *
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>
*
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