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st: Confidence interval for the coefficients


From   Thomas Speidel <thomas@tmbx.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Confidence interval for the coefficients
Date   Tue, 27 Jul 2010 09:54:28 -0600

I am sure this has been asked before, but my search did not reveal any
hits in the archive.  Why is the following happening:

. sysuse auto, clear
. reg mpg weight

Source | SS df MS Number of obs = 74
-------------+------------------------------           F(  1,    72) =  134.62
Model | 1591.9902 1 1591.9902 Prob > F = 0.0000 Residual | 851.469256 72 11.8259619 R-squared = 0.6515
-------------+------------------------------           Adj R-squared =  0.6467
Total | 2443.45946 73 33.4720474 Root MSE = 3.4389

------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | -.0060087 .0005179 -11.60 0.000 -.0070411 -.0049763 _cons | 39.44028 1.614003 24.44 0.000 36.22283 42.65774
------------------------------------------------------------------------------

. di _b[weight] - 1.96 * _se[weight]
-.00702373

. di _b[weight] + 1.96 * _se[weight]
-.00499365

Why -.00702373 != -.0070411 and -.00499365 != -.0049763 ? Rounding off
error/computer precision? --

Thomas Speidel


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