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Re: st: Mim, T values, and Probability of T values


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mim, T values, and Probability of T values
Date   Tue, 23 Feb 2010 13:53:01 -0600

It's because t-distribution has heavier tails, which has nothing to do with
multiple imputation:

di ttail(5,2)

On Tue, Feb 23, 2010 at 12:18 PM, Eduard Bonet <bonedu@gmail.com> wrote:

> Hello.
>
> I am running OLS regressions on a multiply imputed dataset and have
> come across an outcome I don't quite understand.
> For certain estimated coefficients with T values that are clearly
> higher than 1.96, the probability of those T values is higher that
> 0.05. Does anyone knows why should I get these outputs?
> (I am sorry I cannot reproduce the problem as the data I am using is
> under embargo).
>
> --
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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