Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Benjamin Niug <benjamin.niug@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reported significance levels of parameter estimates wrong?
Date   Wed, 28 Mar 2012 10:47:21 +0200

Dear Nick,

I do not understand how the webpage you referred to is related to my question.

I am using  the -outreg2- command. In its helpfile it is stated that
"(...), the  default symbol(***, **, *). The significance levels of
0.01, 0.05, and 0.10 will be automatically assigned in  that order.
(...)"

Best regards,
Benjamin

Am 28. März 2012 10:31 schrieb Nick Cox <njcoxstata@gmail.com>:
> 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?
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index