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st: Reported significance levels of parameter estimates wrong?
From
Benjamin Niug <[email protected]>
To
[email protected]
Subject
st: Reported significance levels of parameter estimates wrong?
Date
Wed, 28 Mar 2012 09:53:11 +0200
Hi guys,
I am estimating a fixed effects regression calculating clustered
standard errors using the -xtreg var1 var2 var3,fe vce(cluster
variable) - command.
STATA reports the parameter estimates and their standard errors.
However, I am suprised that some of the parameter estimates are not
marked as being signficant - although, when calculating the t-values
manually, they should be.
For example:
0.0538
[0.0263]
or
-0.0764
[0.0327]
I am really puzzled. Does anybody have an explanation?
Best,
Benjamin
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