Re: st: Autocorrelation in Panel Data, xtregar and xtreg

["Roger B. Newson" <r.newson@imperial.ac.uk>]

Strictly speaking, it is entirely possible for Stata (or other software) 
to evaluate a P-value to zero, when the true P-value is smaller than the 
system precision limits. However, it is a valid point that P-values in 
general ought to be formatted as x.ye-z, where x and y are digits and z 
is a natiral number. In an age of megaSNP genome scans, "P<0.0005" is 
not as good as "P=0".

Roger

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
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Opinions expressed are those of the author, not of the institution.

On 08/04/2013 10:09, Nick Cox wrote:
> Massimiliano wrote
>
> "the Prob > F is usually smaller than 0.05 (actually being equal to
> 0.00 several times)"
>
> No; this is a misconception. If Stata reports a P-value as 0 to the
> number of decimal places given, that is what is meant. 0.000, for
> example, means only <0.0005. No P-value from a test of this kind is
> exactly zero.
>
> On a point of English usage: I advise against expressions such as "a
> panel data". It's true that many English dictionaries and style guides
> condone "data" as a singular noun, but that usage, which is very
> recent,  still strikes me as unidiomatic English, awkward even
> informally. In contrast, "a panel dataset", "a panel data set", "some
> panel data" are all alternatives that appear much more widely
> acceptable.
>
> I know that languages change -- but that's a good reason to support
> what is also StataCorp house style, namely that "dataset" is a good
> word that should sound fine to English learners and users at all
> levels.
>
> Nick
> njcoxstata@gmail.com
>
> On 8 April 2013 09:45, Massimiliano Sassone
> <massimilianosassone@gmail.com> wrote:
>
> > I am using Stata 11 to analyze a panel data composed of 279
> > observations, derived from 31 regions over a 9-year period.
> >
> > In order to check for autocorrelation on several models, I ran the
> > Wooldridge test by inputting the -xtserial- command. Since the Prob >
> > F is usually smaller than 0.05 (actually being equal to 0.00 several
> > times), I understood that we fail to reject the null hypothesis and
> > that, therefore, the data is strongly autocorrelated.
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