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st: RE: Thge p-value in -suest- followed by -test-


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Thge p-value in -suest- followed by -test-
Date   Mon, 11 Feb 2008 13:20:55 +0000 (GMT)

--- Louis wrote:
> In order to test for equality of coefficients in two
> regressions, I used -suest- followed by -test-. I had
> Prob > Chi2 = 0.0000, which I reckoned be the p-value.
> However, when I give a command for the p-value to be
> displayed, the result suggests the p-value is missing:
> display r(p)
> .
> 
> I have two questions:
> Is the p-value for the test given by Prob > Chi2?

Yes

> Why is it that although I had Prob > Chi2 = 0.0000,
> display r(p) does not report the value 0.0000?

It works for me, as you can see in the example below (though I would
never perform this test this way). If you execute the example as
discussed in http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html#work do
you still get a missing value for the p-value?

*----------- end example -----------------
sysuse auto, clear
reg wei mpg if foreign == 1
est store a
reg wei mpg if foreign == 0
est store b

suest a b
test [a_mean]mpg = [b_mean]mpg
return list
di r(p)
*--------------- begin example ------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

-- 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/
-----------------------------------------


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