in my regression I have N=1647 and have 19 variables.
To calculate the P-values I used the tables of the
standard normal distribution as in the standard way to
calculate the P-values. My calculations match the
stata output when I do NOT use the cluster option, but
my calculations differ when I use the cluster
thanks
Sara
--- Richard Goldstein <[email protected]> ha
scritto:
> sounds like a problem with you're getting the
> degrees of
> freedom correct -- what is the N for the regression
> and
> how many parameters are in the regression; when you
> used
> a table, how many df did you use in the lookup?
>
> Rich
>
> sara borelli wrote:
>
> > Dear Statalist members,
> >
> > I have a problem in using the cluster option.
> After I
> > use cluster, I get different interpretations of
> the
> > significance of the results using the t-statistic
> or
> > the p-value. If I omit cluster, then the
> t-statistics
> > and p-value give the same answer, I also calculate
> the
> > p-value by "hand" with the statistical tables and
> the
> > results correspond to the output in stata.
> > But when I use cluster, the p-values look "wrong",
> > that is if I calculate the p-value using the
> > "new-clustered" t-statistics and the statistical
> > tables I get a result that is different from the
> stata
> > output
> >
> > example:regression NO CLUSTER
> > coeff std err t
> p-value
> > variable x: -.0156935 .0091102 -1.72 0.085
>
> >
> > confidence interval
> > -.0335624 .0021754
> >
> > p-value and t give the same answer and p-value is
> > right according to tables
> >
> > example:same regression with CLUSTER
> >
> > coeff std err t
> p-value
> > variable x: -.0156935 .0073801 -2.13
> 0.053
> >
> > confidence interval
> > -.0316372 .0002501
> >
> > p-value and t give different answers, according to
> the
> > statistical tables the p-value should be 0.033
> >
> >
> > I would appreciate any help
> >
> > Sara Borelli
> >
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