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Re: st: Small standard errors of the parameters in logit models
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Small standard errors of the parameters in logit models
Date
Thu, 15 Dec 2011 09:32:38 -0500
At 05:20 AM 12/15/2011, Kai Huang wrote:
Dear all,
I have run a logit model on the employment probability in the labour
force using pooled UK LFS data over various years. The estimated
parameters are small in magnitude but highly statistically
significant. I doubt that it is due to the large sample size rather
than proper specification of the model. Does anyone know whether
there are any STATA packages that estimate a limited dependent
variable model with adjustment of standard errors to large sample size?
Particularly with large samples, results can be statistically
significant but substantively trivial. BIC and AIC statistics
sometimes lead to more parsimonious but still plausible models. Type
-help bic- for more information as well as a list of suggested references.
-------------------------------------------
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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