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st: Thge p-value in -suest- followed by -test-


From   Louis Boakye-Yiadom <[email protected]>
To   [email protected]
Subject   st: Thge p-value in -suest- followed by -test-
Date   Mon, 11 Feb 2008 13:07:59 +0000 (GMT)

In order to test for equality of coefficients in two
regressions, I used -suest- followed by -test-. I had
Prob > Chi2 = 0.0000, which I reckoned be the p-value.
However, when I give a command for the p-value to be
displayed, the result suggests the p-value is missing:
display r(p)
.

I have two questions:
Is the p-value for the test given by Prob > Chi2?

Why is it that although I had Prob > Chi2 = 0.0000,
display r(p) does not report the value 0.0000?

Thanks.

Louis


--------------------
Louis Boakye-Yiadom
34 Holloway
Bath
BA2 4PU
Phone (home): (44)-(0)1225-427699
Phone (mobile): (44)-(0)795 609 3780


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