Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Very high t- statistics and very small standard errors


From   Laurie Molina <molinalaurie@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Very high t- statistics and very small standard errors
Date   Mon, 30 Apr 2012 19:54:54 -0500

Hi everybody,
I'm running some OLS with around 4 million observations and 6
explanatory variables. My coefficients are always significants, with
very high t statistics and very low standard errors. for example t
statistic=20.6 and standard error= .000023. This is a cross sectional
data set.
I have run the VIF test and for all the variables the variance
inflation factor is less than 3.
I have also ran the Durbin test creating an index variable (_n) to see
wheter there is some sort of correlation in the error terms of my
regresion, but there is not.
Should I bee concerned about the significance of my coefficients? Is
there any problem with getting such a large t statistics and small
standard errors?
Thank you all in advance and best regards!!
LM
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index