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| From | Michael Stewart <michaelstewartresearch@gmail.com> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Request help in interpretation of p values for multiple linear regression OR bug in program |
| Date | Wed, 11 Sep 2013 13:25:57 -0400 |
Dear Maarten , Thank you very much for the explanation.It was quite educational. Thanks again. Sincerely Mike On Mon, Sep 9, 2013 at 3:16 AM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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/ -- 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/