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Re: st: Question on stir


From   "Svend Juul" <SJ@SOCI.AU.DK>
To   <statalist@hsphsun2.harvard.edu>
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 
here. 
---------------------------------------
 
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
 
 
________________________________________________________ 
 
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 
E-mail:       sj@soci.au.dk 
_________________________________________________________ 

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