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st: RE: missing p-value from t-test


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: missing p-value from t-test
Date   Fri, 23 May 2008 11:31:44 +0200

If your E is a constant, it has no variance, so the sampling distribution of the sampling mean has no variance either: the standard error in the sample divided by square root of N would always evaluate to zero. So any ttest for anything other than the constant value of E would inevitably lead to a rejection.

Martin Weiss
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-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ngoc Anh Vo Thi
Sent: Friday, May 23, 2008 11:17 AM
To: Statalist
Subject: st: missing p-value from t-test

Dear  stata-users,

My appologies for a beginner’s question.  I’m estimating the following model using OLS:
lnROA=alpha + beta(1)*lnW(1) + beta(2)*lnW(2) + beta(3)*lnW(3) + gamma*D + epsilon.

Then I calculate an E statistic that equals the sum of beta(1), beta(2), and beta(3). I want to test whether E=0, using a t-test:
ttest  E==0

One-sample t test
------------------------------------------------------------------------------
Variable |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
 E_CZE_B |      38   -.0550183           0           0   -.0550183   -.0550183
------------------------------------------------------------------------------
    mean = mean(E_CZE_B)                             t =        .
Ho: mean = 0                                 degrees of freedom =       37

    Ha: mean < 0                 Ha: mean != 0                 Ha: mean > 0
 Pr(T < t) =      .         Pr(|T| > |t|) =      .       Pr(T > t) =      .

I would like to know why all the p-values are missing here? Is it because E is a fixed value for all observations? If this is the case, how can I test this hypothesis, i.e. E=0?

Any help would be very much appreciated.
Anh



      

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