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Re: st: Small standard errors of the parameters in logit models


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Small standard errors of the parameters in logit models
Date   Thu, 15 Dec 2011 09:32:38 -0500

At 05:20 AM 12/15/2011, Kai Huang wrote:
Dear all,

I have run a logit model on the employment probability in the labour force using pooled UK LFS data over various years. The estimated parameters are small in magnitude but highly statistically significant. I doubt that it is due to the large sample size rather than proper specification of the model. Does anyone know whether there are any STATA packages that estimate a limited dependent variable model with adjustment of standard errors to large sample size?

Particularly with large samples, results can be statistically significant but substantively trivial. BIC and AIC statistics sometimes lead to more parsimonious but still plausible models. Type -help bic- for more information as well as a list of suggested references.


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Richard Williams, Notre Dame Dept of Sociology
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