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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Request help in interpretation of p values for multiple linear regression OR bug in program |
| Date | Mon, 9 Sep 2013 09:16:34 +0200 |
With computer programs you get exactly what you ask for, which is not necessarily the same as what you want. It is therefore essential that you _exactly_ tell use what you typed into Stata. The command you typed does not correspond with the output you showed. I am guessing that you forgot to include the factor variable notation, but we should not be guessing. What you showed us is certainly no bug in Stata; it just shows different tests for different null hypotheses. It should not come as a surprise that if you ask Stata different questions you'll get different answers. I think the way forward for you is to (for now) forget about calling variables "significant", and instead explicitly formulate your hypotheses. The term significant can be a useful shortcut, but as so often with shortcuts they often end up costing more time then doing it right from the start. So your regression output looks at each comparison of a level with the baseline level separately, while -testparm- looks at all of them together. Neither is right or wrong, they just represent different questions. It is up to you to decide which quesition you want to answer. -- Maarten On Sat, Sep 7, 2013 at 10:54 PM, Michael Stewart <michaelstewartresearch@gmail.com> wrote: > 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/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/