Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: What distribution are the coefs of Random-effects GLS regression ?


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What distribution are the coefs of Random-effects GLS regression ?
Date   Thu, 9 Mar 2006 10:48:19 -0500

The heading on each column of the table of estimates shown in your
post gives the answer: z implies std normal in most settings.
.di 2*(1-norm(abs(-1.45)))
gives an approx. answer, subject to rounding error in z.
. di 2*(1-norm(abs(-.2144353 /.1475938)))
would do better, and
. di 2*(1-norm(abs(_b[grant]/_se[grant])))
better still, I would guess.

On 3/9/06, ronggui <ronggui.huang@gmail.com> wrote:
> . xtreg  lscrap d88 d89 grant grant_1,re i(fcode)
> ------------------------------------------------------------------------------
>      lscrap |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>       grant |  -.2144353   .1475938    -1.45   0.146    -.5037139    .0748433

> I thought it was T-distribution, but I can't get the exact result with
> the output.
> for example, the coef of grant.
> . dis ttail(157,1.45)*2
> .14905327

*
*   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/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index