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st: Request help in interpretation of p values for multiple linear regression OR bug in program
From
Michael Stewart <[email protected]>
To
statalist <[email protected]>
Subject
st: Request help in interpretation of p values for multiple linear regression OR bug in program
Date
Sat, 7 Sep 2013 16:54:03 -0400
Hi all,
I am running a multiple linear regression equation for a normally
distributed variable (y) with var1 & var2 as independant indicator
variables.
I am using stata version 12.
I am trying to figure out the disconnect between the displayed p
values(in regression table from stata output) and results of the
testparm command
Truncated output and results of the testparm command are shown below :
reg y var1 var2 var3
-------------------------------------------------------------------------------
| Linearized
Y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
var1 |
2 | .0903065 .1012825 0.89 0.373 -.1082807 .2888937
3 | .5836366 .1637454 3.56 0.000 .262577 .9046963
6 | -.1474897 .153524 -0.96 0.337 -.448508 .1535287
|
var2 |
2 | .0597458 .1689991 0.35 0.724 -.271615 .3911066
3 | .1010293 .1568688 0.64 0.520 -.2065473 .4086059
testparm i.var1
( 1) 2.var1 = 0
( 2) 3.var1 = 0
( 3) 6.var1 = 0
F( 3, 3117) = 4.42
Prob > F = 0.0042
VAR1: It is significant per testparm command but only second level
(var1 level2) is significant per the stata output.
So , how do I interpret then output: Do I say var1 is significant OR
only level2 of var1 is significant ??
OR Is there a problem in stata progam ?? (unlikely )
Can someone help me out please.
Thank you in advance for your time and effort
--
Thank you ,
Yours Sincerely,
Mike.
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