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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

Subject |
st: RE: Different p-values in outreg2 and regression output |

Date |
Sun, 27 Sep 2009 13:11:37 +0200 |

<> Which of the two F-tests are you referring to? The way your command is writtten, you get the "upper" one that test whether the coeffs are jointly zero, not the "lower" one for the individual effects u_i. Note that there is no e(p) in the -ereturn- so that -outreg2- has to calculate the p-value itself. I am not quite sure how it goes about this business, as to do so it would have to pull the correct degrees of freedom from the -ereturn-... Also, is there not a comma missing after " r2_o " in your command? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of itchiftc@rumms.uni-mannheim.de Sent: Sonntag, 27. September 2009 12:00 To: statalist@hsphsun2.harvard.edu Subject: st: Different p-values in outreg2 and regression output Hello all, I'm using -outreg2- to export panel regression results in excel. I would like to have the p-values corresponding to each F-stat of each regression (-xtreg, fe-) as well as some other statistics. Thus, I wrote: outreg2 [M1, M2, M3] using myfile.xls, e(N, r2_a, r2_w, r2_b, r2_o F, p) Looking at the output, I found that the p-values listed in the exported file are not exactly the same as those directly in the regression. For example, in the Stata-regression output Prob>F=0.0022 and in the exported file it is 0.00264. Yet, the F-stats are correct. Is it just a strange rounding convention or is there a logical explanation for this? Thanks for any help! Ida * * 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/ * * 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/

**References**:**st: Different p-values in outreg2 and regression output***From:*itchiftc@rumms.uni-mannheim.de

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