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: OLS on a Small Sample


From   Lloyd Dumont <lloyddumont@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: OLS on a Small Sample
Date   Wed, 5 Jun 2013 14:36:44 -0700 (PDT)

Hello,
Statalist.
 
A
colleague of mine asked me to give him some feedback on a paper.  In it, he runs OLS on a sample of 27 of the 31
plants in a single company, predicting performance as a function two
independent variables (and a constant, of course).  (Four plants are excluded for idiosyncratic
reasons, e.g., one makes an oddball product, one refused to share data,
etc.)
 
Assuming
all of the other regression assumptions hold, should the relatively small
sample size lead me to call these results into question?  I mean, how reliable are the standard errors
and resulting t-tests when n = 27?
 
And,
assuming others are as uncomfortable as I am, is there an obvious nonparametric
alternative to OLS for this situation?  If nothing else, he could use bootstrap standard errors instead of the
standard variance estimator, right?
 
Thank
you for your thoughts.
 
Lloyd
Dumont

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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