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 <[email protected]> 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/
