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st: Reported significance levels of parameter estimates wrong?


From   Benjamin Niug <benjamin.niug@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Reported significance levels of parameter estimates wrong?
Date   Wed, 28 Mar 2012 09:53:11 +0200

Hi guys,

I am estimating a fixed effects regression calculating clustered
standard errors using the -xtreg var1 var2 var3,fe vce(cluster
variable) - command.

STATA reports the parameter estimates and their standard errors.
However, I am suprised that some of the parameter estimates are not
marked as being signficant - although, when calculating the t-values
manually, they should be.

For example:
0.0538
[0.0263]
or
-0.0764
[0.0327]

I am really puzzled. Does anybody have an explanation?

Best,
Benjamin
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