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Re: st: Chi-Square produces consistent Type I error for large sample
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: Chi-Square produces consistent Type I error for large sample
Date
Tue, 29 Nov 2011 18:53:31 -0500
At 05:55 PM 11/29/2011, Davydenko, Maria wrote:
Hello all,
I'm having trouble interpreting the output from Stata's survey-based
tab/chi-square analysis. I have a panel data sample of ~33,000
observations and am trying to test for variation in one categorical
var due to another categorical var. As far as I know, the best way to
do this is using chi-square. Here's the trouble: everything I test
using svy:tab comes up significant to a p-level of 0.004 or lower. If
I randomly select a smaller sample size, the p-value gradually gets
larger.
Is there something I'm missing here? Any help would be much appreciated.
I am not sure what you find surprising. In a large sample, even
substantively trivial deviations from the null hypothesis can yield
statistically significant results. If you want a 2nd opinion, you
could try running a logit or mlogit analysis.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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