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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 09:08:24 -0500 |

Regarding DW, as in Chen (2003) I created and index variable for each observation, as if it where the "time" variable. Ok, I will look for clusters. Thanks again! Chen, X., Ender, P., Mitchell, M. and Wells, C. (2003). Regression with Stata, On Wed, May 2, 2012 at 8:34 AM, Nick Cox <njcoxstata@gmail.com> wrote: > If your data are not time series, it is hard to see that Durbin-Watson > tests make any sense. (It is also puzzling how you managed to > calculate them.) > > Alan Feiveson's point was I think to wonder about any cluster or > clumping structure: for example, millions of people would often show > some similarities within families or communities. > > Nick > > On Wed, May 2, 2012 at 2:09 PM, Laurie Molina <molinalaurie@gmail.com> wrote: >> 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/

**Follow-Ups**:**Re: st: Very high t- statistics and very small standard errors***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**Re: st: Very high t- statistics and very small standard errors***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: Very high t- statistics and very small standard errors***From:*Laurie Molina <molinalaurie@gmail.com>

**Re: st: Very high t- statistics and very small standard errors***From:*Nick Cox <njcoxstata@gmail.com>

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