Bookmark and Share

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: Reported significance levels of parameter estimates wrong?


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Reported significance levels of parameter estimates wrong?
Date   Wed, 28 Mar 2012 09:31:43 +0100

If you are expecting that Stata stars results according to attained
significance levels, that is not so in this case.

Please read http://www.stata.com/support/faqs/res/statalist.html#names

Nick

On Wed, Mar 28, 2012 at 8:53 AM, Benjamin Niug
<[email protected]> wrote:

> I am estimating a fixed effects regression calculating clustered
> standard errors using the -xtreg var1 var2 var3,fe vce(cluster
> variable) - command.
>
> STATA reports the parameter estimates and their standard errors.
> However, I am suprised that some of the parameter estimates are not
> marked as being signficant - although, when calculating the t-values
> manually, they should be.
>
> For example:
> 0.0538
> [0.0263]
> or
> -0.0764
> [0.0327]
>
> I am really puzzled. Does anybody have an explanation?
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index