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From |
Brian Karfunkel <bkarfunkel@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: converting variances to p-values after -nbreg-: ttail or normal? |

Date |
Wed, 5 Nov 2008 11:16:16 -0800 |

Hello all, I have an neg. binomial regression with 4 regressors (plus constant and ln alpha), and am trying to convert the e(.) matrices to a matrix/vector of p-values without having to run -test- on each independent variable and use r(p). First, is there a way to perform functions (and mathematical operations) on all of the elements of a matrix without looping through rows and columns? Right now, I am looping through and have, for example: . local t = _b[facility_texas]/_se[facility_texas] . di `t' -.31532904 . local df = e(N) - e(k) . di `df' 2906 . local pvalue = 2*ttail(`df',abs(`t')) . di `pvalue' .75253448 . test facility_texas [output omitted] .75251184 . di 2*(1-normal(abs(`t'))) .75251184 Is there a certain point at which Stata uses a normal dist. (i.e., t-dist. with infinite d.f.) when the d.f. gets large, instead of -ttail-? Am I wrong to think that -ttail- is the correct function? I know the difference is probably too small to matter, but I'm trying to make sure that the p-value I generate will exactly match the p-value in the regression table and that reported by -test-. Thank you for any help you can provide, Brian Karfunkel * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: converting variances to p-values after -nbreg-: ttail or normal?***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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