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Which of the two F-tests are you referring to? The way your command is
writtten, you get the "upper" one that test whether the coeffs are jointly
zero, not the "lower" one for the individual effects u_i.
Note that there is no e(p) in the -ereturn- so that -outreg2- has to
calculate the p-value itself. I am not quite sure how it goes about this
business, as to do so it would have to pull the correct degrees of freedom
from the -ereturn-...
Also, is there not a comma missing after " r2_o " in your command?
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: Sonntag, 27. September 2009 12:00
To: [email protected]
Subject: st: Different p-values in outreg2 and regression output
Hello all,
I'm using -outreg2- to export panel regression results in excel. I
would like to have the p-values corresponding to each F-stat of each
regression (-xtreg, fe-) as well as some other statistics. Thus, I
wrote:
outreg2 [M1, M2, M3] using myfile.xls, e(N, r2_a, r2_w, r2_b, r2_o F, p)
Looking at the output, I found that the p-values listed in the
exported file are not exactly the same as those directly in the
regression. For example, in the Stata-regression output Prob>F=0.0022
and in the exported file it is 0.00264. Yet, the F-stats are correct.
Is it just a strange rounding convention or is there a logical
explanation for this?
Thanks for any help!
Ida
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