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


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Chi-Square produces consistent Type I error for large sample
Date   Tue, 29 Nov 2011 18:53:31 -0500

At 05:55 PM 11/29/2011, Davydenko, Maria wrote:
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.

I am not sure what you find surprising. In a large sample, even substantively trivial deviations from the null hypothesis can yield statistically significant results. If you want a 2nd opinion, you could try running a logit or mlogit analysis.


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Richard Williams, Notre Dame Dept of Sociology
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