Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: overfitting
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: overfitting
Date
Wed, 14 Aug 2013 15:56:00 +0200
On Wed, Aug 14, 2013 at 3:18 PM, <[email protected]> wrote:
> I have the problem of overfitting. All the values are in log forms. What
> should I do?
Note that the Statalist FAQ explicitly requires that you sign with
your real name:
"You are asked to post on Statalist using your full real name. This is
a long-standing practice on Statalist. Giving full names is one of the
ways in which we show respect for others. Your chances of eliciting a
good reply are greatly diminished if you write and conceal your
identity."
If you get such a fit with only 160 observations and 5 variables, then
I would be suspicious to. However, given that you use only 5 variables
I would not suspect overfitting. Instead I would look for some
variables that (almost) by definition relate to the outcome. Whether
or not I want to keep those variables just depends on what these
variables are and the question I want to answer.
Hope this helps,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/