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Re: st: you estimated at least as many quantities as you have observations


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: you estimated at least as many quantities as you have observations
Date   Fri, 5 Oct 2007 13:20:55 +0100 (BST)

--- "Koksal, Bulent" <bkoksal@gmail.com> wrote:
> What does the below note mean? Does it mean that the results are
> unreliable. Thanks.
> 
> Note: you estimated at least as many quantities as you have
> observations.

You estimated a model with exactly the same number of parameters as the
number of observations. People who don't know statistics often fuss
about how many observations they have, that is not really the problem
(though often a reasonable approximation). The real problem is how many
observations you have compared to the number of parameters you are
estimating. If you are estimating a lot of parameters you need a lot of
observations. In your case you either have a very large model or a very
small data set, either way I would not put great value on your results.

Hope this helps,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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