Re: st: p value precision in clogit output

 From "Tim Wade" <[email protected]> To [email protected] Subject Re: st: p value precision in clogit output Date Wed, 12 Sep 2007 11:40:53 -0400

```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,
>
>
>
> 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?
> > >
> > > 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/
```