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Re: st: Too many sample points in microeconometric analyses?


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Too many sample points in microeconometric analyses?
Date   Wed, 25 Apr 2007 08:52:06 -0500

Another way to "decrease" significance if you need to is to account
for the clustering in the data -- unless your 10000 people are a
random sample from the population register... which you might or might
not have in Estonia -- Nordic countries do have those. Otherwise, your
sample has surely been selected by some complex sampling method, and
that means that instead of 10000 degrees of freedom you may only have
50, and then you can use t(50 - # of parameters) distribution as a
reference instead of the normal.

--
Stas Kolenikov
http://stas.kolenikov.name
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