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Re: st: RE: probit model sample size


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: probit model sample size
Date   Fri, 2 Jul 2010 20:36:46 -0400

For logit models, the rules of thumb apply not to the number of
observations, but to the smaller of the number of events and
non-events. If that applies to probit models (and I think it does),
then you have  already overfit your data  and must  reduce the number
of predictors.

Steve


-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783



On Fri, Jul 2, 2010 at 6:25 PM, dk <statad27@googlemail.com> wrote:
> Thanks Tony,
>
> You mean I can use the probit model for 300 sample size, 20
> explanatory variables, but I have to interpret the results carefully.
>
> Thanks.
>
>
>
>
>
> On Fri, Jul 2, 2010 at 11:30 PM, Lachenbruch, Peter
> <Peter.Lachenbruch@oregonstate.edu> wrote:
>> 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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