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Re: st: A reference for "how many independent variables one regression can have?"


From   Marta Garcia-Granero <mgarciagranero@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A reference for "how many independent variables one regression can have?"
Date   Fri, 13 Dec 2013 17:20:04 +0100

Katz suggests something stricter than that (20 cases/potential predictor):

Katz MH. Multivariable Analysis: A Primer for Readers of Medical Research. Ann Inter Med 2003; 138:644-50

HTH,
Marta GG

El 13/12/2013 16:50, Ariel Linden escribió:
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

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