Re: st: p-value after cluster option

[Richard Goldstein <richgold@ix.netcom.com>]

sounds like a problem with you're getting the degrees of
freedom correct -- what is the N for the regression and
how many parameters are in the regression; when you used
a table, how many df did you use in the lookup?

Rich

sara borelli wrote:

> Dear Statalist members,
>
> I have a problem in using the cluster option. After I
> use cluster, I get different interpretations of the
> significance of the results using the t-statistic or
> the p-value. If I omit cluster, then the t-statistics
> and p-value give the same answer, I also calculate the
> p-value by "hand" with the statistical tables and the
> results correspond to the output in stata. 
> But when I use cluster, the p-values look "wrong",
> that is if I calculate the p-value using the
> "new-clustered" t-statistics and the statistical
> tables I get a result that is different from the stata
> output
>
> example:regression NO CLUSTER
>               coeff       std err       t    p-value
> variable x:  -.0156935   .0091102    -1.72   0.085    
>                              confidence interval
>                             -.0335624    .0021754
>
> p-value and t give the same answer and p-value is
> right according to tables
>
> example:same regression with CLUSTER
>
>                coeff       std err       t    p-value
> variable x:  -.0156935   .0073801    -2.13     0.053
>                           
>                           confidence interval 
>                           -.0316372    .0002501 
> p-value and t give different answers, according to the
> statistical tables the p-value should be 0.033
>
>
> I would appreciate any help
>
> Sara Borelli
>
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