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Re: st: Reported significance levels of parameter estimates wrong?


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reported significance levels of parameter estimates wrong?
Date   Wed, 28 Mar 2012 09:31:43 +0100

If you are expecting that Stata stars results according to attained
significance levels, that is not so in this case.

Please read http://www.stata.com/support/faqs/res/statalist.html#names

Nick

On Wed, Mar 28, 2012 at 8:53 AM, Benjamin Niug
<benjamin.niug@googlemail.com> wrote:

> 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?
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