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From |
"vtnanh@yahoo.com" <vtnanh@yahoo.com> |

To |
Statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: missing p-value from t-test |

Date |
Fri, 23 May 2008 07:31:11 -0700 |

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 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ Privileged, confidential or patient identifiable information may be contained in this message. This information is meant only for the use of the intended recipients. If you are not the intended recipient, or if the message has been addressed to you in error, do not read, disclose, reproduce, distribute, disseminate or otherwise use this transmission. Instead, please notify the sender by reply e-mail, and then destroy all copies of the message and any attachments. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: missing p-value from t-test***From:*"Newson, Roger B" <r.newson@imperial.ac.uk>

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