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


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: you estimated at least as many quantities as you have observations
Date   Fri, 05 Oct 2007 08:56:36 -0400

At 08:20 AM 10/5/2007, Maarten buis wrote:
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.
It is possible too that missing data and/or subsample selection criteria are resulting in a small sample. If you think you should have a lot more cases than you actually do, check the descriptive stats for the vars involved in the analysis and see if there is something that is zapping your sample size.


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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