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Re: st: Reported significance levels of parameter estimates wrong?
From
Benjamin Niug <[email protected]>
To
[email protected]
Subject
Re: st: Reported significance levels of parameter estimates wrong?
Date
Wed, 28 Mar 2012 10:47:21 +0200
Dear Nick,
I do not understand how the webpage you referred to is related to my question.
I am using the -outreg2- command. In its helpfile it is stated that
"(...), the default symbol(***, **, *). The significance levels of
0.01, 0.05, and 0.10 will be automatically assigned in that order.
(...)"
Best regards,
Benjamin
Am 28. März 2012 10:31 schrieb Nick Cox <[email protected]>:
> If you are expecting that Stata stars results according to attained
> significance levels, that is not so in this case.
>
> Please read http://www.stata.com/support/faqs/res/statalist.html#names
>
> Nick
>
> On Wed, Mar 28, 2012 at 8:53 AM, Benjamin Niug
> <[email protected]> wrote:
>
>> 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?
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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