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Re: st: Expanded significance values in STATA output?


From   "Tim Wade" <[email protected]>
To   [email protected]
Subject   Re: st: Expanded significance values in STATA output?
Date   Thu, 20 Apr 2006 11:17:38 -0400

Elliott, I think I mostly agree with Nick and Marteen that displaying
such minute p-values  is probably not necessary, however I thought
this problem would be a good way for me to practice Mata, so here is a
possible solution for the logit problem at least:

. sysuse auto
(1978 Automobile Data)

. logit  foreign price headroom turn

Iteration 0:   log likelihood =  -45.03321
Iteration 1:   log likelihood =   -26.2789
Iteration 2:   log likelihood =  -22.65524
Iteration 3:   log likelihood = -21.590533
Iteration 4:   log likelihood = -21.412535
Iteration 5:   log likelihood = -21.405157
Iteration 6:   log likelihood =  -21.40514

Logistic regression                               Number of obs   =         74
                                                  LR chi2(3)      =      47.26
                                                  Prob > chi2     =     0.0000
Log likelihood =  -21.40514                       Pseudo R2       =     0.5247

------------------------------------------------------------------------------
     foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       price |   .0004877   .0001878     2.60   0.009     .0001197    .0008557
    headroom |  -.5007727   .6602595    -0.76   0.448    -1.794857    .7933121
        turn |  -.7573554   .2098239    -3.61   0.000    -1.168603   -.3461082
       _cons |   26.01783   7.071357     3.68   0.000     12.15822    39.87744
------------------------------------------------------------------------------

. mata
------------------------------------------------- mata (type end to
exit) ----------------
> ----------
: se=sqrt(diagonal(st_matrix("e(V)")))

: b=st_matrix("e(b)")

: bt=b'

: z=bt:/se

: 2:*(1:-normal(abs(z)))
                 1
    +---------------+
  1 |  .0093971011  |
  2 |  .4481826634  |
  3 |  .0003068097  |
  4 |   .000233851  |
    +---------------+

Tim





On 4/19/06, G Elliott Wimmer <[email protected]> wrote:
> Hello,
>
> I have a very simple questions:  is it possible to get more detailed
> significance values (i.e. more digits beyond 0) in STATA output?
> Currently, the logit and pwcorr (with 'sig') commands that I am using only
> give '0.000' for strongly significant variables.  However, for coming
> publications it would be much more useful to see beyond this limit to
> determine if something is significant at, e.g. p<.0004 or p<.00000001.  A
> reasonably extensive web search from various sites doesn't yield any
> answers.
>
> Thank you for any help!
>
> elliott
> *
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> *   http://www.ats.ucla.edu/stat/stata/
>

*
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