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st: Very high t- statistics and very small standard errors

From   Laurie Molina <>
Subject   st: Very high t- statistics and very small standard errors
Date   Mon, 30 Apr 2012 19:54:54 -0500

Hi everybody,
I'm running some OLS with around 4 million observations and 6
explanatory variables. My coefficients are always significants, with
very high t statistics and very low standard errors. for example t
statistic=20.6 and standard error= .000023. This is a cross sectional
data set.
I have run the VIF test and for all the variables the variance
inflation factor is less than 3.
I have also ran the Durbin test creating an index variable (_n) to see
wheter there is some sort of correlation in the error terms of my
regresion, but there is not.
Should I bee concerned about the significance of my coefficients? Is
there any problem with getting such a large t statistics and small
standard errors?
Thank you all in advance and best regards!!
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