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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Autocorrelation in Panel Data, xtregar and xtreg |
| Date | Mon, 8 Apr 2013 10:34:35 +0100 |
No disagreement here. I said, and meant, that no P-value of this kind _is_ 0, but as Roger says, it might be reported as zero to the precision possible. (It is also likely that if pressed beyond its limits Stata will report a P-value as missing. This appears to be what -sktest- does for very high skewness and kurtosis and large sample size, as reported last week.) Nick njcoxstata@gmail.com On 8 April 2013 10:28, Roger B. Newson <r.newson@imperial.ac.uk> wrote: > Strictly speaking, it is entirely possible for Stata (or other software) to > evaluate a P-value to zero, when the true P-value is smaller than the system > precision limits. However, it is a valid point that P-values in general > ought to be formatted as x.ye-z, where x and y are digits and z is a natiral > number. In an age of megaSNP genome scans, "P<0.0005" is not as good as > "P=0". > > > On 08/04/2013 10:09, Nick Cox wrote: >> >> Massimiliano wrote >> >> "the Prob > F is usually smaller than 0.05 (actually being equal to >> 0.00 several times)" >> >> No; this is a misconception. If Stata reports a P-value as 0 to the >> number of decimal places given, that is what is meant. 0.000, for >> example, means only <0.0005. No P-value from a test of this kind is >> exactly zero. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/