Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: A reference for "how many independent variables one regression can have?"
From
"Ariel Linden" <[email protected]>
To
<[email protected]>
Subject
st: A reference for "how many independent variables one regression can have?"
Date
Fri, 13 Dec 2013 10:50:48 -0500
Hi All,
I came across a statement in a book I am using to teach a class on
evaluation that says "a common rule of thumb is that 1 independent variable
can be added for every 10 observations." (it goes on to say that this
depends on multicollinearity and desired level of precision). The book does
not provide a reference for this statement.
Does someone know of a reference for this ratio, or perhaps a different
ratio?
Thanks!
Ariel
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/