Date:         Fri, 30 May 2008 09:01:53 -0500
Reply-To:     Citam <citam.sasl@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Citam <citam.sasl@GMAIL.COM>
Subject:      Re: Number of events required
In-Reply-To:  <0745f905-8aa1-4690-9039-621f795c43bd@l64g2000hse.googlegroups.com>
Content-Type: text/plain; charset=ISO-8859-1

On 5/27/08, martholt <martinholt42@yahoo.co.uk> wrote:

> I've always understood that, when doing logistic regression, at least
> 10 of the rarer events are required per variable to be entered into
> the model. I've been reading "Categorical Data Analysis using the SAS
> System" by Maura E. Stokes et al, a SAS Institute book I believe. Here
> is written, "Your choice depends partially on the sample size. There
> should be at least 5 observations for the rarer outcome per parameter
> being considered in the expanded model. Some analysts would prefer at
> least 10."
>
> Does anyone have any information supporting the use of 5 ?

I would not go below 5.  When pressed, I have used 5, but those two
particular analyses never saw the light of peer-reviewed publication.
Hopefully, you know enough about the science to support that model.

You could simulate the data to see what effects 5-10 observations have
on the estimates and their variance.  Unless I had restrictions, I
would push hard to get at least 10 observations, but that cannot
alwasy be.

Also, searching the archives you will find that we have discussed
this, but as it is a tricky issue, we will continue to discuss it...