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RE: st: missing t statistics


From   "Peter Siminski" <p.siminski@student.unsw.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: missing t statistics
Date   Fri, 19 Oct 2007 20:00:48 +1000

This previous post seems relevant here, the upshot is to use the bootstrap:

http://www.stata.com/statalist/archive/2003-02/msg00869.html 



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ronan Conroy
Sent: Friday, 19 October 2007 7:11 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: missing t statistics

This looks like very strange data indeed - those standard errors are  
minute. dividing the coefficient by its standard error is going to  
result in a number of the sort studied by the late Professor Hubert  
Mungus - a humungus quantity.

Have a look at your data - maybe the explanation lies there.

On 19 Oct 2007, at 02:20, Yun Liu wrote:

> Hi, Stata users,
>
> I am running median regressions. Sometimes stata reports estimated
> coefficients, standard errors and confidence intervals, but the t
> statistics turn out to be missing. Could someone please tell me what
> this means? Thank you! Below is an example:
>
> qreg chgcomp swf swm swmcdftenure swfcdf* i.ind
>
> Median regression                                    Number of obs  
> =       528
>   Raw sum of deviations 2.22e+07 (about 6806.4399)
>   Min sum of deviations 1.74e+07                     Pseudo R2      
> =    0.2164
>
> ---------------------------------------------------------------------- 
> --------
>      chgcomp |      Coef.   Std. Err.      t    P>|t|     [95%  
> Conf. Interval]
> ------------- 
> +----------------------------------------------------------------
>          swf |   44.91122   .0000596        .   0.000      
> 44.91111    44.91134
>          swm |  -1.589599   4.38e-06        .   0.000     
> -1.589608   -1.589591



P    Before printing, think about the environment
=================================
Ronan Conroy
rconroy@rcsi.ie
Royal College of Surgeons in Ireland
Epidemiology Department,
120 St Stephen's Green, Dublin 2, Ireland
+353 (0)1 402 2431
+353 (0)87 799 97 95
http://www.flickr.com/photos/ronanconroy/sets/72157601895416740/

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