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Re: st: AW: Sample size


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Sample size
Date   Sat, 15 May 2010 16:34:29 +0200 (CEST)

I have a full model, control and 3 indep Var1 Var2 Var3.
I have two subgroups, identified by a dummy D

When D = 1, the subgroup has only 54 companies (for D=0 I have 139 companies, for a total of 193 companies).

I run interactions:
Var1 x D
Var2 x D
Var3 x D
I introduce these interactions one per time; afterward, I include them all-together (i.e., a chow test).

How can I be sure if my analysis is OK, given that the second subsample has only 54 corporations?





----- Messaggio originale -----
Da: "Martin Weiss" <martin.weiss1@gmx.de>
A: statalist@hsphsun2.harvard.edu
Inviato: Sabato, 15 maggio 2010 16:19:51 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: st: AW: Sample size


<> 

" How can I figure out the minimum sample size per each subgroup required to run correct regression (OLS)?"


How is a "correct regression" defined theoretically? Stata does have commands like -h sampsi-, but apparently you are looking for something else?



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Fabio Zona
Gesendet: Samstag, 15. Mai 2010 16:12
An: statalist@hsphsun2.harvard.edu
Betreff: st: Sample size

Dear Statalist

I have a sample of about 193 corporations; this sample is composed by:

- a subgroup of 139 corporations (subgroup A)
- a subgroup of 54 corporations (subgroup B), identified by a dummy SUBG

I run interactions (i.e., the dummy SUBG x indep var); I also run a chow test.

Do you think that 54 companies in the interacting subsample are not enough? How can I figure out the minimum sample size per each subgroup required to run correct regression (OLS)?

Thank you


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---
Il messaggio che segue e' inserito automaticamente dal server di posta
dell'Universita' Bocconi.

Il 5 per mille per gli studenti meritevoli della Bocconi.
E' un atto volontario, non costa nulla e non sostituisce l'8 per mille.
Scegli Bocconi: codice fiscale 80024610158.

Please note that the above message is addressed only to individuals
filing Italian income tax returns.
---


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*   For searches and help try:
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