The critical value for t-statistic will depend on the degrees of freedom.
For example, in:
. sysuse auto
. keep in 1/5
. reg price mpg
the t-stat on mpg is 3.01 but it is not statistically significiant at the
5% level because the critical value (with 3 df) is 3.182.
I would suspect your df is less than 40.
Hope this helps,
Scott
----- Original Message -----
From: Herve STOLOWY <[email protected]>
Date: Thursday, November 4, 2004 6:46 am
Subject: R�p. : st: RE: Bug in star display (t value in regression coefficients)?
> I must precise my question. The problems does not appear in the
> Stata output (where stars are not displayed) but in the outreg
> command.
> After a linear regression ('regress' command), I type:
>
> outreg using results, replace
>
> without any other precision.
>
> One of the t values of the regression coefficients is 2.02 (I have
> it in the Stata output).
>
> In the excel file obtained through outreg, this coefficient is not
> marked with a star (whereas all other significant coefficients are
> automatically marked with one (0.05 level) or two stars (0.01 level).
>
> Is then a problem with outreg? Or do I misuse outreg?
>
> Best regards and thanks again
>
> Herv�
>
> ***********************************************************
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> and Management Control
> 1, rue de la Liberation
> 78351 - Jouy-en-Josas
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> http://campus.hec.fr/profs/stolowy/perso/home.htm
> >>> [email protected] 04/11/04 13:03 >>>
> Please specify which program and give an example.
>
> Nick
> [email protected]
>
> Herve STOLOWY
>
> > I noticed a strange thing concerning the t values of the
> > regression coefficients.
> >
> > A star should be displayed if the coefficient is significant
> > at the 0.05 level. In my mind, the threshold t value for this
> > level was 1.96. I have a coefficient of 2.02 in a regression
> > and no star is displayed. Am I wrong somewhere? Is there a bug?
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
