Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Barbara Engels <engels.ba@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 22 Jul 2011 09:46:16 +0200 |

I am just wondering why you mainly find t-statistics in published empirical work. I have a supersmall sample of 30 observations, hence the z-statistics do not seem to be worth a lot to make any statistical inferences. Is there anything I can do besides reporting the z-statistics and pointing to the sample size problem? El 22.07.2011, a las 09:34, John Luke Gallup escribió: > 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/ * * 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/

**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>

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

- Prev by Date:
**Re: st: VEC: t- instead of z-statistics** - Next by Date:
**st: __000001 not found error in macro loop** - Previous by thread:
**Re: st: VEC: t- instead of z-statistics** - Next by thread:
**Re: st: VEC: t- instead of z-statistics** - Index(es):