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From |
"Newson, Roger B" <r.newson@imperial.ac.uk> |

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

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

Date |
Fri, 23 May 2008 15:59:13 +0100 |

As the standard error is zero, the t-statistic (mean difference divided by standard error) is undefined, and so is the corresponding P-value. So the P-value is supposed to be missing. You can only test the null hypothesis if you can estimate the population standard error using something other than the sample standard error. I do not know enough about your example to know whether this might be feasible. I don't know whether the things you are testing are in fact parameter estimates. However, if they are, then you might be able to use the -lincom- command. I hope this helps. Roger Roger B Newson Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop genetics/reph/ Opinions expressed are those of the author, not of the institution. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of vtnanh@yahoo.com Sent: 23 May 2008 15:31 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 * * 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/ * * 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/

**References**:**st: missing p-value from t-test***From:*"vtnanh@yahoo.com" <vtnanh@yahoo.com>

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