<p>With the large sample size, I deem that we can somehow interpret the coefficient significant at 10%, but in the small sample size, we normally ignore the 10% significant level. The issue is that, with large sample size, even a hiccup more or less can make a statistical significant difference.</p>
<p><strong>I am wondering is there any reference or justification about the sample sizes and significance level being noticed?</strong> For example, under 1000 observations we just focus on p-value&lt;0.05, or over 100,000 observations, we can focus on p-value &lt;0.1 (just my example to clarify my question).</p>
<p>Much appreciated.</p>

CC BY-SA 4.0
2021-10-27T07:09:26.347Z
Can you please back up your claim "*With the large sample size, we normally somehow interpret the coefficient significant at 10%*" with a reference?
Giskard
CC BY-SA 4.0
2021-10-27T09:12:57.497Z
Thanks @Giskard, I also cannot recall any reference this statement with a reference, so I edited my question more proper
Phil Nguyen
<econometrics>
How can we choose the appropriate significance level to interpret based on sample sizes?
Phil Nguyen
# How can we choose the appropriate significance level to interpret based on sample sizes?

(Asked by: username_0 on 2021-10-27)

With the large sample size, I deem that we can somehow interpret the coefficient significant at 10%, but in the small sample size, we normally ignore the 10% significant level. The issue is that, with large sample size, even a hiccup more or less can make a statistical significant difference.

**I am wondering is there any reference or justification about the sample sizes and significance level being noticed?** For example, under 1000 observations we just focus on p-value<0.05, or over 100,000 observations, we can focus on p-value <0.1 (just my example to clarify my question).

Much appreciated.

**Tags:** econometrics
> **Comments:**
> **username_1**: Can you please back up your claim "*With the large sample size, we normally somehow interpret the coefficient significant at 10%*" with a reference?  
> **username_0**: Thanks @Giskard, I also cannot recall any reference this statement with a reference, so I edited my question more proper  

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