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st: RE: Regression p-values

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Regression p-values
Date   Sun, 1 May 2005 16:21:27 +0100

I think you need more convincing and more detailed 
examples before we can discuss this seriously. 

In particular, t = 1.96 is a good approximation for 
p = 0.05 only for large sample sizes, as any consultation
of tables or experiment with -invttail()- will verify. 

[email protected] 

Berk Sensoy
> Why is it that sometimes the regression outputted p-values don't match
> up with the reported t-stats?  For example, t=1.96 should correspond
> to p = 0.05.  But in current output using the robust and cluster
> options I have one stat with t=2.02 and p=0.078.

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