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Re: AW: st: WG: XML TAB - inconsistent p-value output


From   "Seed, Paul" <paul.seed@kcl.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: AW: st: WG: XML TAB - inconsistent p-value output
Date   Tue, 18 Jun 2013 09:31:00 +0000

Dear Sergiy, 

As suggested I tried adding 
  clear all
  estimates drop _all

The output is the same (but now with added matrices).


*******************
* Commands *
clear all
estimates drop _all
use http://www.stata.com/data/jwooldridge/eacsap/patent
xtset cusip year

xtscc return patents patentsg stckpr merger sic sales

eret li

mat li e(b)
mat li e(V)
mat li e(t)
mat li e(se_beta)
* End commands 
****************

*****************
* Output
. version
version 11.2

. 
. which xml_tab
c:\ado\stbplus\x\xml_tab.ado
*! version 3.50 24Jun2008 M. Lokshin, Z. Sajaia

. 
. which xtscc
c:\ado\stbplus\x\xtscc.ado
*! xtscc, version 1.1.4, Daniel Hoechle, 27feb2007

. clear all

. estimates drop _all

. use http://www.stata.com/data/jwooldridge/eacsap/patent

. xtset cusip year
       panel variable:  cusip (strongly balanced)
        time variable:  year, 72 to 81
                delta:  1 unit

. 
. xtscc return patents patentsg stckpr merger sic sales

Regression with Driscoll-Kraay standard errors   Number of obs     =      2252
Method: Pooled OLS                               Number of groups  =       226
Group variable (i): cusip                        F(  6,   225)     =    239.83
maximum lag: 2                                   Prob > F          =    0.0000
                                                 R-squared         =    0.0983
                                                 Root MSE          =    5.2641

------------------------------------------------------------------------------
             |             Drisc/Kraay
      return |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     patents |  -.0012341   .0048402    -0.25   0.799     -.010772    .0083037
    patentsg |  -.0029532   .0038567    -0.77   0.445    -.0105531    .0046466
      stckpr |   .0745453   .0123332     6.04   0.000      .050242    .0988487
      merger |  -1.187542   .5551972    -2.14   0.034    -2.281593   -.0934909
         sic |  -4.54e-06    .000188    -0.02   0.981    -.0003751     .000366
       sales |  -.0000461   .0000351    -1.31   0.190    -.0001152    .0000231
       _cons |   6.515627   .5316984    12.25   0.000     5.467881    7.563372
------------------------------------------------------------------------------


. 
. eret li

scalars:
                  e(N) =  2252
                e(N_g) =  226
               e(df_m) =  6
               e(df_r) =  225
                  e(F) =  239.8315327428236
                 e(r2) =  .0982803084873544
               e(rmse) =  5.264078304739547
                e(lag) =  2

macros:
                e(cmd) : "xtscc"
            e(predict) : "xtscc_p"
             e(method) : "Pooled OLS"
             e(depvar) : "return"
            e(vcetype) : "Drisc/Kraay"
              e(title) : "Regression with Driscoll-Kraay standard errors"
           e(groupvar) : "cusip"
         e(properties) : "b V"

matrices:
                  e(b) :  1 x 7
                  e(V) :  7 x 7
                  e(t) :  1 x 7
            e(se_beta) :  1 x 7

functions:
             e(sample)   

. 
. mat li e(b)

e(b)[1,7]
       patents    patentsg      stckpr      merger         sic       sales       _cons
y1  -.00123415  -.00295323   .07454534  -1.1875422  -4.538e-06  -.00004607   6.5156266

. mat li e(V)

symmetric e(V)[7,7]
             patents    patentsg      stckpr      merger         sic       sales       _cons
 patents   .00002343
patentsg  -.00001586   .00001487
  stckpr  -.00001939  -8.001e-06   .00015211
  merger  -.00036914   .00124284  -.00548183   .30824389
     sic  -4.167e-07   5.447e-07  -1.388e-06   .00008741   3.536e-08
   sales  -1.457e-07   1.015e-07   1.195e-07   5.398e-06   3.707e-09   1.231e-09
   _cons   .00201774  -.00159882  -.00088644    -.115661   -.0000675  -.00001779    .2827032

. mat li e(t)

e(t)[1,7]
       patents    patentsg      stckpr      merger         sic       sales       _cons
y1  -.25498157  -.76574166   6.0442731  -2.1389557  -.02413436  -1.3130852   12.254365

. mat li e(se_beta)

e(se_beta)[1,7]
      patents   patentsg     stckpr     merger        sic      sales      _cons
y1  .00484015  .00385669  .01233322  .55519717  .00018805  .00003509  .53169841




* End output 
******************

Paul T Seed, Women's Health, KCL




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