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st: Subject: Problem with logit


From   Dan Chandler <dwchandl@humboldt1.com>
To   statalist@hsphsun2.harvard.edu
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...

ben

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.

Dan





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