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From |
John Luke Gallup <jlgallup@pdx.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: VEC: t- instead of z-statistics |

Date |
Fri, 22 Jul 2011 00:34:51 -0700 |

I am puzzled why -svy: logit- report t-statistics, since -logit- without svy: reports z-statistics. A mechanical answer may be that the variance of the errors, which is part of the t- and z-statististic formulas, are calculated differently in each case. The variance, sigma squared, is calculated with a factor of 1 / (N-K) when calculating a t-statistic, but sigma squared is often calculated with a factor of 1 / N for a z-statistic. The two formulas for sigma squared are both consistent, but the first is unbiased. The main point is that there is no good reason to think that a t-statistic is better than a z-statistic unless you are using a linear estimator and you believe that your errors are actually normal. Otherwise you only know the asymptotic properties of the estimator. The t-statistic and the z-statistic are both asymptotically normal, but have an unknown small sample distribution. John * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: VEC: t- instead of z-statistics***From:*Barbara Engels <engels.ba@gmail.com>

**References**:**st: VEC: t- instead of z-statistics***From:*Barbara Engels <engels.ba@gmail.com>

**Re: st: VEC: t- instead of z-statistics***From:*John Luke Gallup <jlgallup@pdx.edu>

**Re: st: VEC: t- instead of z-statistics***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**Re: st: VEC: t- instead of z-statistics***From:*Barbara Engels <engels.ba@gmail.com>

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