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From |
dk <statad27@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 11 Aug 2011 17:20:33 +0200 |

Thanks Maarten, Take example If, my dependent variable is respondent go for purchasing x product or not. I have response 60 % purchase and 40 % do not purchase. Then is it possible to use 20 explanatory variables. Thanking you On Thu, Aug 11, 2011 at 5:12 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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/ > * * 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:*Maarten Buis <maartenlbuis@gmail.com>

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

**Re: st: Sample size for maximum likelihood estimates***From:*Maarten Buis <maartenlbuis@gmail.com>

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