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Re: st: Very high t- statistics and very small standard errors


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Very high t- statistics and very small standard errors
Date   Tue, 1 May 2012 20:36:44 -0400

Laurie,

It's unusual to see such a large number of observations and so few
explanatory variables.  Often, as the amount of data increases, the
complexity of the model grows.  Do those 4 million observations
actually have no structure other than that described by the 6
explanatory variables?

David Hoaglin

On Mon, Apr 30, 2012 at 8:54 PM, Laurie Molina <[email protected]> wrote:
> Hi everybody,
> I'm running some OLS with around 4 million observations and 6
> explanatory variables.
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