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Re: st: Reported significance levels of parameter estimates wrong?

From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: Reported significance levels of parameter estimates wrong?
Date   Wed, 28 Mar 2012 11:01:14 +0200

--- On Wed, Mar 28, 2012 at 8:53 AM, Benjamin Niug 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.

---On Wed, Mar 28, 2012 at 10:47 AM, Benjamin Niug wrote:
> I am using  the -outreg2- command. In its helpfile it is stated that
> "(...), the  default symbol(***, **, *). The significance levels of
> 0.01, 0.05, and 0.10 will be automatically assigned in  that order.
> (...)"

You should have mentioned that in your first post. How are we supposed
to know from your original question that you are using -outreg2-? Your
original question can only be interpreted as you were looking at the
output of -xtreg-. Moreover, -outreg2- is a user written program, so
per the Statalist FAQ you must say where you got it from. This is not
to annoy you, but to help you ask answerable questions. There are
typically multiple versions of user written software floating around
in cyber space, and it obviously helps if we are all talking about the
same piece of software... The final bit of information that is missing
from your question is how you did the manual computation of the
t-values/p-values. My guess would be that you made a mistake, but
since you did not tell us what you did it can only be a guess.

-- Maarten

Ps. Note that it is Stata not STATA.

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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