oops my apologies, Sergiy is correct of course. Here is a way to do
obtain expanded p-values for the coefficients using mata.
. clogit foreign weight trunk, group(gear_ratio)
note: multiple positive outcomes within groups encountered.
note: 32 groups (64 obs) dropped due to all positive or
all negative outcomes.
Iteration 0: log likelihood = -3.4204386
Iteration 1: log likelihood = -2.7254521
Iteration 2: log likelihood = -2.7248031
Iteration 3: log likelihood = -2.7248029
Conditional (fixed-effects) logistic regression Number of obs = 10
LR chi2(2) = 1.72
Prob > chi2 = 0.4237
Log likelihood = -2.7248029 Pseudo R2 = 0.2396
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
weight | -.0034601 .0033301 -1.04 0.299 -.009987 .0030668
trunk | .942829 .9280568 1.02 0.310 -.8761289 2.761787
------------------------------------------------------------------------------
. mata
------------------------------------------------- mata (type end to
exit) -------------------------
: se=sqrt(diagonal(st_matrix("e(V)")))
: b=st_matrix("e(b)")
: z=bt:/se
: bt=b'
: z=bt:/se
: 2:*(1:-normal(abs(z)))
1
+---------------+
1 | .2987890939 |
2 | .3096687513 |
+---------------+
On 9/12/07, Sergiy Radyakin <[email protected]> wrote:
> e(p) is the value associated with the chi2 test, not the coefficients
> of the model. The p-value that Luise quoted was associated with a
> coefficient of the model.
> Each coefficient will have a different p value, so the result must be
> a vector. clogit does not save a vector of p-values. Neither do other
> estimation commands (AFAIK).
>
> Best regards,
> Sergiy Radyakin
>
>
>
> On 9/12/07, Tim Wade <[email protected]> wrote:
> > Luisa,
> >
> > typing "ereturn list" will show all the saved results after a command.
> > To display the p-value, you can type:
> >
> > di e(p)
> >
> > Tim
> >
> >
> > On 9/12/07, Luisa Foco <[email protected]> wrote:
> > > Dear Stata users,
> > > I have the following output, obtained with the clogit command, with a
> > > p-value <0.0001 and I would like to display the precise value of p.
> > >
> > > ------------------------------------------------------------------------------
> > > _Icc_1 | Odds Ratio Std. Err. z P>|z| [95% Conf.
> > > Interval]
> > > -------------+----------------------------------------------------------------
> > > _112 | 1.259198 .0640371 4.53 0.000 1.13974 1.391176
> > > ------------------------------------------------------------------------------
> > >
> > > Is there a general way to do this?
> > > Thanks in advance for your help
> > >
> > > Luisa
> > >
> > >
> > > *
> > > * 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/
> > >
> > *
> > * 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/
> >
> *
> * 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/
>
*
* 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/
