--- Chiara Mussida <[email protected]> wrote:
> I know that I can't obtain causal interpretations,and i'm not
> interested in such a kind of interpratations. I simply want to see
> whether my covariates are significant and if there are relevant
> differences in their behaviour. As regards my interest, I want simply
> to be sure that the appropriate choice for me is to run separate
> models. From the pooled I lbtain coef stat different for the
> geographical partitions and it is well known that the unemployment
> assumes remarkable different regional characterizations...my only
> desire is to be sure (econometrically) about this!!
> chiara
Unfortunately, model selection is more an art than a science. There are
several things you can do. Some people like tests, but there is a big
problem that it changes the logic behind the subsequent test especially
if the test has low power, like a test of many interaction effects. So
in your case I would not do that. Others like graphs of for instance
residuals, or comparing BIC or AIC across models. However, you will
never get even close to sure, econometrically or otherwise.
Sorry,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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