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AW: st: AW: Problem with logit


From   "Jann, Ben" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: Problem with logit
Date   Sat, 9 Aug 2003 23:04:27 +0200

> > (Furthermore, note that your logit estimation may be 
> tremendously biased in
> > general because of insufficient N)
> 
> Was may be a "sufficient N" ? I presume it depends on the number of
> regressors and their distribution characteristics.

True. I can't tell you what *the* sufficient N is. Maybe you'll find
some simulation studies on the topic in statistical journals. My
personal rule is not to use logit if N<100 (and I'd be suspiciuos if
N<500). However: As you mentioned, this all strongly depends on model
complexity and distributional characteristics...

ben

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