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| From | Richard Williams <richardwilliams.ndu@gmail.com> |
| To | statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |
| 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: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/