Richard,
That's excellent! Thanks for this, since it answers my last question to
Roberto earlier. I wasn't aware of -tablesq-, so that's extremely useful
to know.
C.
> At 03:28 AM 1/7/2004 +0000, Clive Nicholas wrote:
>>All,
>>
>>First of all, happy new year to all of you!
>>
>>I wondered if anybody has noticed that, when using -prais-, sometimes the
>>output model contains t-values that clearly exceed 1.96, but yet show up
>>as statistically insignificant, even at p<.05 (I don't regard p<.10 as a
>>particularly useful benchmark for significance testing). Here's an
>>example, with <enp> the 'offending' variable here:
>
> I've never used this routine, but it looks like the degrees of freedom for
> the t-tests are 20, right? Which means that the critical values for a
> given alpha level will be a bit larger than they would be for a
> z-score. For a T with 20 d.f. the critical two-tailed value for the .05
> level of significance is 2.086.
>
> You can double-check the reported sig. levels this way:
>
> . tablesq T 20 4
>
> t(20) = 4
> Pr(T <= 4) = 0.9996
> Pr(T >= 4) = 0.0004
> Pr(|T| >= 4) = 0.0007
>
> . tablesq T 20 1.76
>
> t(20) = 1.76
> Pr(T <= 1.76) = 0.9532
> Pr(T >= 1.76) = 0.0468
> Pr(|T| >= 1.76) = 0.0937
>
> . tablesq T 20 2.04
>
> t(20) = 2.04
> Pr(T <= 2.04) = 0.9726
> Pr(T >= 2.04) = 0.0274
> Pr(|T| >= 2.04) = 0.0548
>
> . tablesq T 20 7.25
>
> t(20) = 7.25
> Pr(T <= 7.25) = 1.0000
> Pr(T >= 7.25) = 0.0000
> Pr(|T| >= 7.25) = 0.0000
>
> . tablesq T 20 1.67
>
> t(20) = 1.67
> Pr(T <= 1.67) = 0.9448
> Pr(T >= 1.67) = 0.0552
> Pr(|T| >= 1.67) = 0.1105
>
> -------------------------------------------
> Richard Williams, Associate Professor
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>
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