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Re: st: clustering with xtabond2


From   "Francesco Trivieri" <francesco.trivieri@unical.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: clustering with xtabond2
Date   Mon, 12 Oct 2009 12:58:48 +0200

Dear Maarten,

thank you for your answer. Of course the p-value I was referring to is greater than 0.1 (and lower tha 0.2).

Francesco


----- Original Message ----- From: "Maarten buis" <maartenbuis@yahoo.co.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, October 12, 2009 12:33 PM
Subject: Re: st: clustering with xtabond2


--- On Mon, 12/10/09, Francesco Trivieri wrote:
I'm using the xtabond2 command and the Hansen test of
overid. restrictions is not significant, its p-value being
always lower than 0.20 . When I cluster the observations,
yet, the p-value is 1 or very close to it. Is the Hansen not
reliable when  clustering?

I don't know the answer, but I do know that small p-values
(close to 0) indicate significant results, i.e. a rejection
of the null-hypothesis. Large p-values (close to 1) indicate
non-significant results, i.e. you are not able to reject
the null-hypothesis.

(The limit .20 is very unusual, usualy .05 is chose and
sometimes .10  or .01)

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------




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