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Re: st: Subject: Problem with logit


From   Hervé CACI <hcaci@wanadoo.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Subject: Problem with logit
Date   Mon, 11 Aug 2003 12:26:48 +0200

le 10/08/03 21:39, Dan Chandler à dwchandl@humboldt1.com a écrit :
 
>>> 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) 979­985
> 
> 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.

Thanks Dan. I downloaded the paper but, before I can read it (and hopefully
understand a tiny bit...) I wonder whether bootstrap can be an issue. Also,
does the 'robust' option strengthen the SE estimation ?

Hervé.



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