Dear all,
I would like to ask you if there is any statistical approach how to compare logit models with large N in STATA?
It means to make difference in contribution to response variable among substantive effects and nuisance effects of explanatory variables. The problem is that if I add each new variable (or each new interaction between two variables) in model, it always significantly contributes to response variable and the fit of each complex model is always better than the previous (more parsimonious) one. (BIC is always lower, LR is always higer and D is alway lower).
I think that the problem is in large N. My data come from the whole population. I did the random sample but the sample is still large to differentiate substantive effects in explanatory variables. Does anybody know what else I can do? Thanks.
Tomas
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