Bookmark and Share

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]

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


From   Laurie Molina <molinalaurie@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Very high t- statistics and very small standard errors
Date   Wed, 2 May 2012 08:09:00 -0500

Thank you all.
I will try adding more variables to the model, and think on the
economic vs statistical significance of the results (I will look for
the appropiate null hypothesis, as opossed to the default zero).
Regarding the independe of the observations I ran Durbin Watson
(although my data is non time series), and the error term do not seem
to be correlated among observations.
Regards and thanks again,
LM

On Tue, May 1, 2012 at 7:36 PM, David Hoaglin <dchoaglin@gmail.com> wrote:
> Laurie,
>
> It's unusual to see such a large number of observations and so few
> explanatory variables.  Often, as the amount of data increases, the
> complexity of the model grows.  Do those 4 million observations
> actually have no structure other than that described by the 6
> explanatory variables?
>
> David Hoaglin
>
> On Mon, Apr 30, 2012 at 8:54 PM, Laurie Molina <molinalaurie@gmail.com> wrote:
>> Hi everybody,
>> I'm running some OLS with around 4 million observations and 6
>> explanatory variables.
> *
> *   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/


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