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

[Michael Stewart <michaelstewartresearch@gmail.com>]

Dear Maarten ,
Thank you very much for the explanation.It was quite educational.
Thanks again.
Sincerely
Mike

On Mon, Sep 9, 2013 at 3:16 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> With computer programs you get exactly what you ask for, which is not
> necessarily the same as what you want. It is therefore essential that
> you _exactly_ tell use what you typed into Stata. The command you
> typed does not correspond with the output you showed. I am guessing
> that you forgot to include the factor variable notation, but we should
> not be guessing.
>
> What you showed us is certainly no bug in Stata; it just shows
> different tests for different null hypotheses. It should not come as a
> surprise that if you ask Stata different questions you'll get
> different answers. I think the way forward for you is to (for now)
> forget about calling variables "significant", and instead explicitly
> formulate your hypotheses. The term significant can be a useful
> shortcut, but as so often with shortcuts they often end up costing
> more time then doing it right from the start. So your regression
> output looks at each comparison of a level with the baseline level
> separately, while -testparm- looks at all of them together. Neither is
> right or wrong, they just represent different questions. It is up to
> you to decide which quesition you want to answer.
>
> -- Maarten
>
>
> On Sat, Sep 7, 2013 at 10:54 PM, Michael Stewart
> <michaelstewartresearch@gmail.com> wrote:
>> 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.
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>> *   http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/



-- 
Thank you ,
Yours Sincerely,
Mike.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/