Alex Cavallo <[email protected]> asks about saved results after -svylc-:
> I am trying to save results from svylc to a postfile. I want to save the
> p-value and confidence interval but they are not returned.
>
> Here is an example after svyreg:
>
> . svylc somecoll-assoc
>
> ( 1) somecoll - assoc = 0.0
>
> ------------------------------------------------------------------------------
> lnw_1Q | Coef. Std. Err. t P>|t| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------------
> (1) | -.2330609 .0158403 -14.71 0.000 -.2642388
> -.201883
> ------------------------------------------------------------------------------
>
> . return li
>
> scalars:
> r(deft) = 1.06410465228278
> r(deff) = 1.132318711009857
> r(N_psu) = 574
> r(N_strata) = 287
> r(se) = .0158403258907145
> r(est) = -.2330608993356358
>
> I can save the estimate and std error to scalars and compute the t-stat,
> but I need the right df to get the p-value.
>
> What are the degrees of freedom for the t test in svylc? Is there an
> adjustment for strata/PSUs?
I'm assuming Alex is using Stata 7, but the following discussion is also true
for Stata 8:
The degrees of freedom are:
df = r(N_strata) - r(N_psu)
Thus the p-value is:
pval = 2*( ttail(df, abs( r(est)/r(se) ) )
and the 95% confidence limits are:
LL = r(est) - r(se)*invttail(df, 0.025)
UL = r(est) + r(se)*invttail(df, 0.025)
--Jeff
[email protected]
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