Hello All,

Apologize in advance for a very basic question.
To check for the statistical significance of a variable in a linear regression with ritest, should I be checking for:
a) Its coefficient
Code:
ritest variable _b[variable]
or
b) Its t-statistic
Code:
ritest variable (_b[variable]/_se[variable])
My situation is this...
I have the following linear regression:
Code:
. reg y ctrl ctrl_square x1 x2

------------------------------------------------------------------------------
           y | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
        ctrl |     .00937   .0050835     1.84   0.066    -.0006344    .0193744
 ctrl_square |  -.0000195    .000012    -1.63   0.104    -.0000431    4.02e-06
          x1 |   .2306117   .0852692     2.70   0.007     .0628009    .3984225
          x2 |  -.0322865   .0948172    -0.34   0.734    -.2188878    .1543147
       _cons |   1.873839   .5680238     3.30   0.001     .7559624    2.991716
------------------------------------------------------------------------------
We see that ctrl_square is non-significant, with with p=0.104.

But, using ritest checking for the coefficient I get the following:
Code:
ritest ctrl_square _b[ctrl_square], reps(1000) seed(123): reg y ctrl ctrl_square x1 x2
.
.
------------------------------------------------------------------------------
T            |     T(obs)       c       n   p=c/n   SE(p) [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _pm_1 |  -.0000195       0    1000  0.0000  0.0000         0   .0036821
------------------------------------------------------------------------------
This seems to show ctrl_square's coefficient as significant, with p=c/n being 0.000.

But, using ritest for ctrl_square's t-statistic:
Code:
ritest ctrl_square (_b[ctrl_square]/_se[ctrl_square]), reps(1000) seed(123): reg y ctrl ctrl_square x1 x2
.
.
------------------------------------------------------------------------------
T            |     T(obs)       c       n   p=c/n   SE(p) [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _pm_1 |  -1.632186     112    1000  0.1120  0.0100  .0931185   .1331992
------------------------------------------------------------------------------
I find that p=c/n = 0.112, which is close to p=0.104 of the original regression.

So, to check for ctrl_square's statistical significance, should I be looking at ritest for its coefficient or ritest for its t-statistic?

Please advise.

Thanks in advance.