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Re: st: RE: The p-value in -suest- followed by -test-


From   Louis Boakye-Yiadom <lby_kw@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: The p-value in -suest- followed by -test-
Date   Mon, 11 Feb 2008 13:56:54 +0000 (GMT)

Many thanks! It works now.

Louis


--- Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> --- 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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> 


--------------------
Louis Boakye-Yiadom
34 Holloway
Bath
BA2 4PU
Phone (home): (44)-(0)1225-427699
Phone (mobile): (44)-(0)795 609 3780


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