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


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


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