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st: overspecification of logit model


From   David Souther <[email protected]>
To   [email protected]
Subject   st: overspecification of logit model
Date   Sun, 25 Apr 2010 19:42:20 -0500

I've got a dataset with tens of thousands of cases and I ran a
standard -logit- with about 100 variables.  I got a comment from
someone that most people think that a logit model cannot be
overspecified, but that is simply not true, and that I should test my
model for overspecification.

I've searched for some literature or logic to support this claim as
well some kind of postestimation test for this, but no luck.  Anyone
else encounter this issue?
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