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| From | Steve Samuels <sjsamuels@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: probit model sample size |
| Date | Fri, 2 Jul 2010 20:36:46 -0400 |
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. >> * >> * 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/ >> > > * > * 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/