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Re: st: Sample size for maximum likelihood estimates


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
> --------------------------
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