No, it is not. David Greenberg, Sociology Department, New York University
----- Original Message -----
From: "Roy,Suryadipta" <[email protected]>
Date: Sunday, April 8, 2007 8:54 pm
Subject: Re: st: An econometric question
To: [email protected]
> Maarten,
>
> Thanks so much for your response! Now just to make sure
> that I am understanding you right, there were initially
> 1500 cases (no. of year-countries) which was subsequently
> reduced to 100 cases (no. of countries) by taking the
> averages of the variables over 15 years. In this
> situation, will it be alright to report the results I am
> getting for the regression with 1500 observations (the
> ones that are significant)?
>
> Thanks again!
> Suryadipta.
>
> On Sun, 8 Apr 2007 20:25:18 +0100 (BST)
> Maarten buis <[email protected]> wrote:
> > --- "Roy,Suryadipta" <[email protected]>
> >wrote:
> >> I have some questions on the interpretation of my
> >>results.
> >> I have data on (say) 100 countries over a period of 15
> >> years, i.e. a total of 1500 observations. Suppose, I am
> >> running a model of the form:
> >> y= a0 + a1x1 + a2x2 + a3x3, where y, x1 and x2 are the
> >> mean values of the original variables (say, z, z1 and
> >>z2)
> >> over 15 years for all countries and x3 is a
> >>time-constant
> >> variable (say, a region dummy).
> >>
> >> Now, when I am running the above regression in the
> >> original dataset (with 1500 observations), I am getting
> >> significant results for x1, x2 and x3. Of course, all
> >>the
> >> variables remain unchanged for any country over these 15
> >> years.
> >>
> >> On the other hand, if I "collapse" the dataset and run
> >>the
> >> regression with 100 observations (for 100 countries),
> >>none
> >> of the variables remain significant and the r-square
> >>goes
> >> down as well. The mean values for y, x1 and x2 (and x3)
> >> are however, the same in both the regressions.
> >>
> >> I would greatly appreciate some help if understanding as
> >> to why I am not getting the same results as in the first
> >> regression.
> >
> > If you have more cases, you have more bits of
> >information going into
> > your estimate, so you are more confident about your
> >results, so you are
> > willing to say that smaller deviations from your null
> >hypothesis are
> > non-accidental, i.e. significant. So the question is: If
> >you want to
> > regress averages over 15 years of a 100 countries, do
> >you have a 100
> > cases (number of countries), or 1500 cases (number of
> >year-countries)?
> > The answer (unfortunately) is that you have only a 100
> >cases. By using
> > year-countries (1500 cases) you are just duplicating the
> >same
> > information, in other words, each year does not add any
> >new info.
> >
> > Hope this helps,
> > Maarten
> >
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> >
> > visiting address:
> > Buitenveldertselaan 3 (Metropolitan), room Z434
> >
> > +31 20 5986715
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> >
> >
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