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Re: st: RE: probit model sample size


From   dk <statad27@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: probit model sample size
Date   Sat, 3 Jul 2010 04:30:36 +0200

Thanks Steve,
I mean I found only 7 significant explanatory variables, but while
ruining the probit model i have used 20 explanatory variables for 300
sample size. can I go forward or I should use less explanatory
variables.

waiting for the reply,


On Sat, Jul 3, 2010 at 2:36 AM, Steve Samuels <sjsamuels@gmail.com> wrote:
> 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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