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st: Chi-Square produces consistent Type I error for large sample


From   "Davydenko, Maria" <Maria_Davydenko@hks13.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Chi-Square produces consistent Type I error for large sample
Date   Tue, 29 Nov 2011 17:55:01 -0500

Hello all,

I'm having trouble interpreting the output from Stata's survey-based
tab/chi-square analysis. I have a panel data sample of ~33,000
observations and am trying to test for variation in one categorical
var due to another categorical var. As far as I know, the best way to
do this is using chi-square. Here's the trouble: everything I test
using svy:tab comes up significant to a p-level of 0.004 or lower. If
I randomly select a smaller sample size, the p-value gradually gets
larger.

Is there something I'm missing here? Any help would be much appreciated.

Thanks!

Maria

-- 
Maria Davydenko
Master in Public Policy Candidate 2013
Harvard Kennedy School
+1 (907) 301-5339 | maria_davydenko@hks13.harvard.edu

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