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st: xtmixed output


From   Gabriele Schino <[email protected]>
To   [email protected]
Subject   st: xtmixed output
Date   Mon, 27 Oct 2008 11:00:48 +0100

Dear Statalisters,

I have a (possibly silly) question about the output provided by xtmixed.

In testing the significance of the individual independent variables xtmixed provides a z value and a P value. This is in contrast with, for example, xtreg, that provides t, df and P values.

My question is: given that my sample is obviously finite, shouldn't xtmixed test significance using a statistic (like t) for finite samples? How do I attach a df to my test?

Thank you very much for your help.

All the best,
Gabriele Schino

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