Sure. On of my regression command is:
xi:xtreg aQ rds fyage lassets sp de i.year, fe i(id) r cl(year) nonest
The stata output is at the end of this message.
est2tex gives rds three stars, not two stars. The author Marc-Andreas
Muendler kindly explained that "The stars option is based on the
assumption of normally distributed standard errors. The code uses
t-distributed errors to assess significance, not the p-values." But I
am still puzzled. My regressions include fixed effects, and use robust
standard deviation with cluster options. But the estimated output
still shows t and P>|t|. Doesn't stata calculate p value based on t
distributions? Anyway, the bottom line is, I should add the stars
according to p-values reported in stata output, right?
Thank you!
_Iyeara_1996-2004 (naturally coded; _Iyeara_1996 omitted)
Fixed-effects (within) regression Number of obs = 13040
Group variable (i): id Number of groups = 48
R-sq: within = 0.0533 Obs per group: min = 1
between = 0.0784 avg = 271.7
overall = 0.0645 max = 1378
F(13,8) = 214300.19
corr(u_i, Xb) = 0.0478 Prob > F = 0.0000
(Std. Err. adjusted for 9 clusters in yeara)
------------------------------------------------------------------------------
| Robust
aQ | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rds | .3686158 .1319893 2.79 0.023 .064248 .6729837
fyage | -.0057774 .0022823 -2.53 0.035 -.0110403 -.0005145
lassets | -.3862244 .0592108 -6.52 0.000 -.5227648 -.249684
sp | 1.345573 .1895998 7.10 0.000 .9083551 1.782791
de | -.1117767 .1149431 -0.97 0.359 -.376836 .1532826
_Iyeara_1997 | .2387015 .0062056 38.47 0.000 .2243913 .2530117
_Iyeara_1998 | .5235133 .0096897 54.03 0.000 .5011689 .5458577
_Iyeara_1999 | .9848062 .0212358 46.37 0.000 .9358364 1.033776
_Iyeara_2000 | .671056 .0209304 32.06 0.000 .6227905 .7193216
_Iyeara_2001 | .2876369 .020132 14.29 0.000 .2412124 .3340613
_Iyeara_2002 | .0992386 .0191882 5.17 0.001 .0549906 .1434866
_Iyeara_2003 | .0816156 .0185712 4.39 0.002 .0387904 .1244408
_Iyeara_2004 | .0807065 .018253 4.42 0.002 .038615 .1227979
_cons | 2.874104 .433527 6.63 0.000 1.874389 3.873819
-------------+----------------------------------------------------------------
sigma_u | .61513864
sigma_e | 2.6455573
rho | .0512914 (fraction of variance due to u_i)
------------------------------------------------------------------------------
On 7/18/07, Val�rie Orozco <[email protected]> wrote:
Hi Yun,
You're right concerning the significance of the parameters.
Could you please show us the command and the results you have?
I find it strange because because est2tex works well with my estimations.
*From* "Yun Liu" <[email protected] <mailto:[email protected]>>
*To* [email protected]
<mailto:[email protected]>
*Subject* st: est2tex, significance levels
*Date* Wed, 18 Jul 2007 00:14:51 +0800
------------------------------------------------------------------------
Hi, I have a question regarding significance levels.
In my understanding, p value in the regression output indicates the
two-sided significance level. If p<0.01, the estimated coefficient is
significant at 1%; if p<0.05, 5%; if p<0.1, 10%.
I use est2tex and specify levels(90 95 99). However, estimates with p
value 0.013 and 0.023 both receive three stars.
Am I missing something? Thank you!
Yun
--
*******************************************************
Val�rie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex
[email protected]
05-61-28-50-97 ou 05-61-12-85-91
*******************************************************
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