Artur
Are many or your wights tending to zero in your iterative WLS?
John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
On Mon, 1 Feb 2021 at 08:09, Artur Bala <artur.bala.tn(a)gmail.com> wrote:
Le sam. 30 janv. 2021 à 10:51, Riccardo (Jack) Lucchetti <
p002264(a)staff.univpm.it> a écrit :
> On Fri, 29 Jan 2021, Artur Bala wrote:
> > Hi,
> > Probably the topic of "How small is really small?" has been already
> > discussed but I'm still a bit confused.
>
> The fact
> that many, in the economic profession, have come to the unfortunate habit
> of automatically thinking "no stars -> bad, two stars -> good, three
> stars
> -> wow" should not deter us, as authors of a statistical package, from
> reporting the statistic in the most precise way possible and refrain from
> patronising the user.
>
Btw, in an OLS estimation (at the end of an iterative WLS process) I ended
up with a somewhat extreme p-value though ‘non-zero’ printout :)
F(4, 45) = 2.71006e+08 with p-value = 1.90538e-165
Best,
Artur
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