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Re: st: Handling big samples

From   Maarten buis <>
Subject   Re: st: Handling big samples
Date   Tue, 22 Feb 2011 16:57:40 +0000 (GMT)

--- On Tue, 22/2/11, wrote:
> Hi. I'm running a regression in stata
> with a big sample. All the estimates turn to be significant,
> but how can I be sure this is due to the test and not to the
> sample size?? Does anyone know where can I find papers that
> talk about this special issue. 

In principle this is not a problem. We already knew before you
ran your regression that all variables will have an effect on
your dependent variable (however small that effect may be), so
we know a priori that the null hypothesis that any of these 
effects is 0 is false. The fact that we sometimes cannot reject
this hypothesis just means that our dataset is not large enough
to detect that effect. So if we get a large dataset, we should
be able to detect all the effects. Done.

well, not quite done: We do not only care whether or not a 
hypothesis that we know to be wrong is wrong or not (hugh, do 
we really?), but also whether the effect is big enough to be
substanitvely/clinicly (depending on your discipline) relevent.
That is actually surprisingly easy, just interpret the 
coefficients, and think about whether or not you think that that
is a big effect. Now you are really done (except for writing your
paper, submitting it, getting over the rejection, submitting it
somewhere else, etc. etc.).

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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