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Re: st: Tobit regression Model


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Tobit regression Model
Date   Sun, 2 Dec 2012 11:45:08 -0500

On Sun, Dec 2, 2012 at 10:57 AM, Carlo Lazzaro
<carlo.lazzaro@tiscalinet.it> wrote:
> As Adel has probably heard during some statistics class, according to a long
> lasting rule-of-thumb, researcher should have around 20 observations for
> each predictor included in her/his multiple linear regression model. I would
> assume that this guidance may sound interesting for Tobit models, too.
> Last time I came across this recommendation was in: Katz MH. Multivariable
> Analysis. A Practical Guide for Clinicians, 2nd edition. Cambridge:
> Cambridge University Press, 2006: 81.

For models like tobit, it's probably beter to err on the high side of N.

There are arguments that tobit isn't even a very good model to fit as
it is strongly dependent on the assumption of normality in a way that
linear regression is not. I recall some links to this point posted by
Kit Baum that suggested that a generalized linear model is usually
better, but I've not been able to find them by searching through the
archive. I may be misremembering.
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