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Re: st: Scientific notation in regression estimates (e.g., 2.5e-16)


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Scientific notation in regression estimates (e.g., 2.5e-16)
Date   Fri, 12 Jul 2013 11:29:03 +0200

On Thu, Jul 11, 2013 at 11:23 PM, Jessica Chan wrote:
> My quantile regression output is displaying very small coefficients
> (basically 0), and displaying these in scientific notation format.
>
> 1. Does this reflect an error in the modelling or estimation procedures? Do
> these represent perfectly valid estimates, or should I be wary of using
> these estimates?

Most often it is the result of some unfortunate scaling for your
variables, for example you included yearly wage in dollars rather than
1000s of dollars, or imagine what would happen when you entered a
country's Gross Domestic Product in dollars... So think about what
would be a reasonable or interesting change in your independent
variable and scale your variables accordingly.

> 2. Separately, how should I interpret regression output that has missing t or z
> statistics, and "point estimate" confidence intervals?

That is a real problem, I would not trust any of the results until all
z statistics are shown (except those of coefficients you constrained
of course). I would first look if rescaling solves your problem. If
not, I would simplify the model.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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