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Re: st: testparm


From   "Chiara Mussida" <cmussida@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testparm
Date   Tue, 4 Mar 2008 14:52:35 +0100

On 04/03/2008, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Chiara Mussida <cmussida@gmail.com> wrote:
> > I know that I can't obtain causal interpretations,and i'm not
> > interested in such a kind of interpratations. I simply want to see
> > whether my covariates are significant and if there are relevant
> > differences in their behaviour. As regards my interest, I want simply
> > to be sure that the appropriate choice for me is to run separate
> > models. From the pooled I lbtain coef stat different for the
> > geographical partitions and it is well known that the unemployment
> > assumes remarkable different regional characterizations...my only
> > desire is to be sure (econometrically) about this!!
> > chiara
>
> Unfortunately, model selection is more an art than a science. There are
> several things you can do. Some people like tests, but there is a big
> problem that it changes the logic behind the subsequent test especially
> if the test has low power, like a test of many interaction effects. So
> in your case I would not do that. Others like graphs of for instance
> residuals, or comparing BIC or AIC across models. However, you will
> never get even close to sure, econometrically or otherwise.
>
> Sorry,
> Maarten
>



Thank you for this: my only worry was to forget some test or method of
choice between model. Now I feel more convinced, even if-as you
correctly state-not perferctly sure, but...that's econometrics!!

Regards,
chiara
> -----------------------------------------
> 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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-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
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