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From | Michael Stewart <michaelstewartresearch@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
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. * * 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/