(Reply to R. Levy and the edstat list.) Comment at end... On Sat, 10 Apr 2004, Roger Levy wrote in part:
(Quoting a message from Rich Ulrich:) > > from > > http://www2.chass.ncsu.edu/garson/pa765/logistic.htm > > [ after a number of pages ] > > "How many independents can I have? > > > > "There is no precise answer to this question, but the more > > independents, the more likelihood of multicollinearity. > > Also, if you have 20 independents, at the .05 level of > > significance you would expect one to be found to be > > significant just by chance. A rule of thumb is that there > > should be no more than 1 independent for each 10 cases in > > the sample. In applying this rule of thumb, keep in mind > > that if there are categorical independents, such as > > dichotomies, the number of cases should be considered to > > be the lesser of the groups (ex., in a dichotomy with > > 500 0's and 10 1's, effective size would be 10). " > > ---- end of extract from Garson. > > Thanks for the reference, but unfortunately it doesn't seem to use the > term "non-case" at all so this doesn't really answer my question. It may not use the <term> but surely it uses the <concept>. In the illustrative example, a dichotomy with 500 0's and 10 1's, if the effective size (= number of <cases>) is 10, what are the 500 other things? Not "cases": there are only 10 of those. ------------------------------------------------------------ Donald F. Burrill [EMAIL PROTECTED] 56 Sebbins Pond Drive, Bedford, NH 03110 (603) 626-0816 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
