st: re: pvalue in stata???

[Christopher Baum <baum@bc.edu>]

< >
Re my previous post, might be more sensible to compute an average t- 
value weighted by the size of the samples, a la

sysuse auto,clear
reg price mpg if foreign
scalar t1 = _b[mpg]/_se[mpg]
scalar n1 = e(N)
reg price mpg if !foreign
scalar t2 = _b[mpg]/_se[mpg]
scalar n2 = e(N)
scalar avgt = (n1 * t1 + n2 * t2) / (n1 + n2)
scalar avgn = 0.5 * (n1 + n2)
scalar avgp = ttail(avgn, abs(avgt))
di _n "Average t(" avgn ") = " avgt " with pval = " avgp

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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