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st: RE: probit model sample size


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: probit model sample size
Date   Fri, 2 Jul 2010 14:30:46 -0700

You generally need about 8 to 10 times as many observations as you have variables.  You may be overfitting your data.  Proceed with caution.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of dk
Sent: Friday, July 02, 2010 1:53 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: probit model sample size

I want to know about the sample size for the probit model. If i have a
sample size of 300 and using 20 explanatory variables, after running
the model, I have carried various goodness-of-fit test. and the result
shows that our model fit the data.

should I use the probit model or not.

Thanks in advance.
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