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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Sample size for maximum likelihood estimates |

Date |
Thu, 11 Aug 2011 17:12:54 +0200 |

On Thu, Aug 11, 2011 at 5:02 PM, dk wrote: > What is the sample size needed for the MLE, if I have 20 explanatory > variables and want to use Probit model. Can anyone send me the link > for this problem. To a large extend that depends on the distribution of your dependent variable. In essence, you will get the most power (i.e. you can get by with a smaller sample) when the probability of success is close to 50% and you get less power (i.e. you need a larger sample) when the probability of success gets closer to either 0% or 100%. The distribution of your explanatory variables, the correlation between these variables, and whether or not you want to add interaction effects will also play a role. So I don't think there is a conclusive answer to that question. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Sample size for maximum likelihood estimates***From:*dk <statad27@googlemail.com>

**References**:**st: Sample size for maximum likelihood estimates***From:*dk <statad27@googlemail.com>

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