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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 13:53:13 +0200 |

<> Assuming you want the upper p-val, you can of course do this by hand, as seen in this example: ************** clear* set obs 1000 //id gen id=_n lab var id "Person ID" //individual effect gen alpha=rnormal(0,0.01) label var alpha "Individual Effect" //expand to # of time periods expand 10 //get time period (after expansion!) bys id: gen time=_n lab var time "Time Period" //residual per time period gen eps=rnormal() lab var eps "Idiosyncratic Shock" //covariates gen x1=rnormal() gen x2=rnormal() gen x3=rnormal() //DGP gen y=1+alpha+eps compress //xtset the thing xtset id time xtreg y x1 x2 x3, fe local p= Ftail( e(df_b), e(df_r), e(F)) outreg2 using myfile.txt, /* */ adds("F test: ", e(F), Prob > F, `p') replace seeout using "myfile.txt" ************** 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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