Dear all,
I am performing cluster robust WLS and fixed effects models on a relatively small dataset (N=77) and I observe occasionally very large t-statistics (>100). Many variables are categorical, some are discrete between 0 and 1. Such large t-statistics appear in both. Î usually have arround 12 variables, where the categorical variables have between 2 and 5 specifications.
Can those large t-values be a sign for any problem with my model? I am a little confused, because mostly I read about that issue it is said that it depends, but I don't really understand on what. I would be really grateful for some assessement.
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