Dear Stata Members
I would like to ask a question on interpreting the significance of results based on a regression result. I did a panel regression with controls and my variable of interest is significant at 10% only. Now the first question is how do I interpret that significance? Of course, the safe way could be to interpret that the coefficient of variable of interest is significant at 10%(without using the adjectives like moderately/weakly significant as some Statisticians dont recommend such usage). However, research articles that I have come across usually interpret and extend their findings for those results were the coefficient of variable of interest is significant at 1% level. Even in the case of robustness test, I have seen that the coefficient of variable of interest remains statistically significant at 1%. Now my doubt is that if I am getting a significance at say 5% or 10% level for my baseline results, should I resist myself from extending the work and close it there? I have seen a few studies which highlighted the statistical INsignificance(also Clyde's advice:https://www.statalist.org/forums/for...-what-can-i-do), but when it comes to significance at 10% or 5%, what should one do with regard to 1)reporting the results 2)extending the working given the condition that baseline is not significant at 1%.
Any comments or thoughts related to this(or related posts) will be highly helpful
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