Re: [R] how many records for suitable regression

From: Greg Snow <Greg.Snow_at_imail.org>
Date: Wed, 02 Mar 2011 14:02:58 -0700

It really depends on what question you are trying to answer. Things like the relative importance of type I and type II errors could matter a lot. Correlation among the predictors can affect things. What effect size are you looking for and what power do you want? And much more.

There is a general rule of thumb that you need at least 10-20 observations per predictor variable (categorical variables need to be thought of as their indicator variables for this rule) to have any chance that the coefficients will be meaningful, but this is very much a lower bound and you may need more depending on some of the above questions.

If you have some idea of what the structure of your data will be, then you can simulate various sample sizes, analyze them, and see which sizes start to give meaningful answers.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow_at_imail.org
801.408.8111



> -----Original Message-----
> From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-
> project.org] On Behalf Of agent dunham
> Sent: Wednesday, March 02, 2011 6:50 AM
> To: r-help_at_r-project.org
> Subject: [R] how many records for suitable regression
>
> Dear community,
>
> I was wondering if it's possible to know if you have enough data for a
> regression study.
>
> I remember you must have more data than parameters to obtain, but I'd
> like
> to know if there was something more sophisticated.
>
> Thanks, user_at_host.com
>
> --
> View this message in context: http://r.789695.n4.nabble.com/how-many-
> records-for-suitable-regression-tp3331522p3331522.html
> Sent from the R help mailing list archive at Nabble.com.
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______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Received on Wed 02 Mar 2011 - 21:05:53 GMT

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