Accessing regression output data

[Talia Sherrard]

Hello,

I have a query I was hoping someone can help with!

Stata regression output seems to automatically give p-values (eg output from "reg x-value y-value") to 2 decimal places. In my analysis a couple of things have produced p=0.00.

I would like to know how small my p-value actually is, how can I go about doing this?

Many thanks for any hints or tips

[Carlo Lazzaro]

Talia:
you may want to try something along the following lines:

. sysuse auto.dta
. regress price i.rep78

      Source |       SS           df       MS      Number of obs   =        69
-------------+----------------------------------   F(4, 64)        =      0.24
       Model |  8360542.63         4  2090135.66   Prob > F        =    0.9174
    Residual |   568436416        64     8881819   R-squared       =    0.0145
-------------+----------------------------------   Adj R-squared   =   -0.0471
       Total |   576796959        68  8482308.22   Root MSE        =    2980.2

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       rep78 |
          2  |   1403.125   2356.085     0.60   0.554    -3303.696    6109.946
          3  |   1864.733   2176.458     0.86   0.395    -2483.242    6212.708
          4  |       1507   2221.338     0.68   0.500    -2930.633    5944.633
          5  |     1348.5   2290.927     0.59   0.558    -3228.153    5925.153
             |
       _cons |     4564.5   2107.347     2.17   0.034     354.5913    8774.409
------------------------------------------------------------------------------

. di 1403.125/2356.085 *t value for 2.rep78*
.59553242

. di (ttail(64,.59553242))*2 *p value for 2.rep78*
.55358781

[Nick Cox]

See Maarten Buis's trilogy for more details (for full precision, don't type in the numbers again).

To get access to .pdf go to https://www.stata-journal.com/sjsear...=author&q=Buis


SJ-14-1 st0332 . . . . . . Stata tip 116: Where did my p-values go? (Part 3)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. L. Buis
Q1/14 SJ 14(1):218--220 (no commands)
discusses how to recover the standard errors for back-
transformed parameters (standard deviation and correlation)

SJ-12-4 st0280 . . . . . . Stata tip 112: Where did my p-values go? (Part 2)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. L. Buis
Q4/12 SJ 12(4):759--760 (no commands)
shows how p-values can be recovered for other tests that
are sometimes displayed by estimation commands

SJ-7-4 st0137 . . . . . . . . . . . Stata tip 53: Where did my p-values go?
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. L. Buis
Q4/07 SJ 7(4):584--586 (no commands)
tip on calculating the t statistic, p-values, and
confidence intervals using returned results

[Andrew Musau]

Stata regression output seems to automatically give p-values (eg output from "reg x-value y-value") to 2 decimal places. In my analysis a couple of things have produced p=0.00.

I would like to know how small my p-value actually is, how can I go about doing this?

You can look at the size of your t-statistics. The larger the t-statistic, the smaller the p-value. In a sense, reproducing the exact p-values duplicates the information provided by your t-statistics.