Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Question on stir

From   "Svend Juul" <SJ@SOCI.AU.DK>
To   <>
Subject   Re: st: Question on stir
Date   Mon, 8 Aug 2005 17:34:37 +0200

Tim wrote:
But I have not heard that maximum likelihood asymptotic results 
systematically underestimates the standard error, as seems to be the case 
I am not a statistician, so this is more by intuition:
A chi-square test consistently gives, with few observations, a too low P-value compared to an exact test.
A simple estimation of continuous data gives, with few observations, a too narrow confidence interval; that is why the t-distribution was invented.
Isn't the same principle at play here?
As said: I am not a statistician, and somebody else must take over from here, if needed.
Svend Juul
Institut for Folkesundhed, Afdeling for Epidemiologi
(Institute of Public Health, Department of Epidemiology)
Vennelyst Boulevard 6 
DK-8000 Aarhus C,  Denmark 
Phone, work:  +45 8942 6090 
Phone, home:  +45 8693 7796 
Fax:          +45 8613 1580 

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index