Bookmark and Share

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

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

Re: st: Chi-Square produces consistent Type I error for large sample

From   Richard Williams <>
Subject   Re: st: Chi-Square produces consistent Type I error for large sample
Date   Tue, 29 Nov 2011 18:53:31 -0500

At 05:55 PM 11/29/2011, Davydenko, Maria wrote:
Hello all,

I'm having trouble interpreting the output from Stata's survey-based
tab/chi-square analysis. I have a panel data sample of ~33,000
observations and am trying to test for variation in one categorical
var due to another categorical var. As far as I know, the best way to
do this is using chi-square. Here's the trouble: everything I test
using svy:tab comes up significant to a p-level of 0.004 or lower. If
I randomly select a smaller sample size, the p-value gradually gets

Is there something I'm missing here? Any help would be much appreciated.

I am not sure what you find surprising. In a large sample, even substantively trivial deviations from the null hypothesis can yield statistically significant results. If you want a 2nd opinion, you could try running a logit or mlogit analysis.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index