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Nov 17, 2015 at 17:20 history edited Nick Cox CC BY-SA 3.0
Stata not STATA, etc.
Nov 17, 2015 at 17:14 comment added Lukas Thanks again. I specified my question. Maybe there is a nother way to approach this problem.
Nov 17, 2015 at 17:13 history edited Lukas CC BY-SA 3.0
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Nov 16, 2015 at 11:16 comment added Scortchi Your understanding is wrong: see e.g. What is the meaning of p values and t values in statistical tests?, Meaning of p-values in regression, Intepreting p-value of a regression coefficient, & What, precisely, is a confidence interval?. Briefly the p-values reported by software after a regression are for the (typically Wald) tests of the null hypotheses that each coefficient is equal to nought.
Nov 16, 2015 at 11:08 comment added Tim See stats.stackexchange.com/questions/31/…
Nov 16, 2015 at 10:32 comment added Lukas Thank you for your comments. You are right, I might be confused. My understanding of the p-value is that it reflects the chance of the values to lie within the confidence intervals. So my conclusion was, that having that in mind and I allow more deviation of the interval, my p-value will increase and my intervals will approach each other. Where is my mistake? Thanks a lot!
Nov 16, 2015 at 9:44 comment added Arun Jose As mentioned in the previous comment, there seems to be confusion in your mind regarding what the p-values mean. Maybe adding more detail to your question might help clarify what you are actually asking.
Nov 16, 2015 at 9:36 comment added Scortchi I think you're confusing the p-value, which is a statistic, & not something you can set, with the confidence level, the probability that your upper & lower bounds cover the true value of the coefficient, & which you can set. To get Wald confidence intervals simply multiply the standard error of the coefficient by the appropriate quantile of the Normal distribution & add/subtract from the point estimate. For profile-likelihood confidence intervals using STATA, see stata-journal.com/article.html?article=st0132.
Nov 16, 2015 at 8:18 history asked Lukas CC BY-SA 3.0