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st: Request help in interpretation of p values for multiple linear regression OR bug in program


From   Michael Stewart <[email protected]>
To   statalist <[email protected]>
Subject   st: Request help in interpretation of p values for multiple linear regression OR bug in program
Date   Sat, 7 Sep 2013 16:54:03 -0400

Hi all,

I am running a multiple linear regression equation for a normally
distributed variable (y) with var1 & var2 as independant indicator
variables.

I am using stata version 12.

I am trying to figure out the disconnect between the displayed p
values(in regression table from stata output) and results of the
testparm command

Truncated output and results of the testparm command are shown below :

reg y var1 var2 var3
-------------------------------------------------------------------------------
              |             Linearized
Y           |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
         var1 |
           2  |   .0903065   .1012825     0.89   0.373    -.1082807    .2888937
           3  |   .5836366   .1637454     3.56   0.000      .262577    .9046963
           6  |  -.1474897    .153524    -0.96   0.337     -.448508    .1535287
              |
         var2 |
           2  |   .0597458   .1689991     0.35   0.724     -.271615    .3911066
           3  |   .1010293   .1568688     0.64   0.520    -.2065473    .4086059


testparm i.var1

 ( 1)  2.var1 = 0
 ( 2)  3.var1 = 0
 ( 3)  6.var1 = 0

       F(  3,  3117) =    4.42
            Prob > F =    0.0042

VAR1:  It is significant  per testparm command but  only second level
(var1 level2) is significant per the stata output.

So , how do I interpret then output:  Do I say var1 is significant OR
only level2 of var1 is significant ??

OR Is there a problem in stata progam ?? (unlikely )

Can someone help me out please.

Thank you in advance for your time and effort

-- 
Thank you ,
Yours Sincerely,
Mike.
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