Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Subject: Problem with logit

From   Dan Chandler <>
Subject   st: Subject: Problem with logit
Date   Sun, 10 Aug 2003 12:39:12 -0700

(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...


A fairly recent article addresses this issue. Logistic regression in the medical literature: Standards for use and reporting, with particular attention to one medical domain. Steven C. Bagley a,1 , Halbert White b , Beatrice A. Golomb c,. Journal of Clinical Epidemiology 54 (2001) 979–985

Using simulation results they argue that the number of the less common event (0 or 1), divided by the number of predictors, should be at least 10. With fewer events (not overall number of cases) than this, results are unstable.


Daniel Chandler
436 Old Wagon Road
Trinidad, CA 95570
707 677 0895 (fax or phone)

* For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index