Tim wrote:
But I have not heard that maximum likelihood asymptotic results
systematically underestimates the standard error, as seems to be the case
here.
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I am not a statistician, so this is more by intuition:
A chi-square test consistently gives, with few observations, a too low P-value compared to an exact test.
A simple estimation of continuous data gives, with few observations, a too narrow confidence interval; that is why the t-distribution was invented.
Isn't the same principle at play here?
As said: I am not a statistician, and somebody else must take over from here, if needed.
Svend
________________________________________________________
Svend Juul
Institut for Folkesundhed, Afdeling for Epidemiologi
(Institute of Public Health, Department of Epidemiology)
Vennelyst Boulevard 6
DK-8000 Aarhus C, Denmark
Phone, work: +45 8942 6090
Phone, home: +45 8693 7796
Fax: +45 8613 1580
E-mail: [email protected]
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