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| From | dk <statad27@googlemail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: probit model sample size |
| Date | Sat, 3 Jul 2010 04:30:36 +0200 |
Thanks Steve, I mean I found only 7 significant explanatory variables, but while ruining the probit model i have used 20 explanatory variables for 300 sample size. can I go forward or I should use less explanatory variables. waiting for the reply, On Sat, Jul 3, 2010 at 2:36 AM, Steve Samuels <sjsamuels@gmail.com> wrote: > 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/ > * * 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/