st: Re: Rép. : st: Re: Rép. : st: RE: Bug in star displa y (t value in regression coefficients)?

[Antoine Terracol <Antoine.Terracol@univ-paris1.fr>]

Le 04/11/2004 14:54, Herve STOLOWY a écrit :

> Dear Richard and all of you who replied:
>
> I now better understand my error of interpretation (more related to stats than to Stata !!!). The p-value of the coefficient 2.02 is 0.056 (i.e., not significant at the 0.05 level).
>
> The number of df is: 3 (model) + 22 (residual) = 25 (total). 
> Do you know where I could find the critical value corresponding to each df, and particularly this one?
>
> Best regards
>
> Hervé

di invttail(df,0.5*alpha)

will give you the (absolute value of the) critical value for a test of 
Beta= 0 at the alpha % level for the specified df.

hence,

di invttail(25,0.025)

gives the critical value at the 5% level for 25 df (which happens to be 
2.0595386)

Best,
Antoine.





Best,
Antoine.

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