Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Mim, T values, and Probability of T values
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Mim, T values, and Probability of T values
Date
Tue, 23 Feb 2010 13:53:01 -0600
It's because t-distribution has heavier tails, which has nothing to do with
multiple imputation:
di ttail(5,2)
On Tue, Feb 23, 2010 at 12:18 PM, Eduard Bonet <[email protected]> wrote:
> Hello.
>
> I am running OLS regressions on a multiply imputed dataset and have
> come across an outcome I don't quite understand.
> For certain estimated coefficients with T values that are clearly
> higher than 1.96, the probability of those T values is higher that
> 0.05. Does anyone knows why should I get these outputs?
> (I am sorry I cannot reproduce the problem as the data I am using is
> under embargo).
>
> --
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/