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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Could Stata give the variance of the parameter estimates? |

Date |
Tue, 7 Jul 2009 20:48:29 +0000 (GMT) |

--- Crystal wrote: > -matrix list e(v)- doesn't work e(v) won't but e(V) will, note the capital letter V. > I am going to use these var and covar to > calculate the standard error for other factor (let's say SE(Mij)), > according to a given fomular. But how could I tell if the Mij is > significant at the 5% level, according to the calculated SE(Mij)? The standard error is nothing other than the standard deviation of the sampling distribution, so the answer depends on what you know about the sampling distribution. A common answer is that you think that the sampling distribution is Gaussian (normal), in that case see: Buis, Maarten L. (2007) Stata tip 54: Where did my p-values go? The Stata Journal, 7(4):584--586. http://home.fsw.vu.nl/m.buis/wp/pvalue.html . But a Gaussian sampling distribution is often not the appropriate sampling distribution (think for example of chi square, F, and t test). -- Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * 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**:**AW: st: Could Stata give the variance of the parameter estimates?***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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