Re: Ratio of Cases to Regression Variables

Posted by Peck, Jon on Mar 07, 2007; 4:58pm
URL: http://spssx-discussion.165.s1.nabble.com/Ratio-of-Cases-to-Regression-Variables-tp1074357p1074359.html

The mathematics of regression defines no limit beyond having as many variables as cases (you can even get around that with Partial Least Squares).  Anything beyond that is an arbitrary rule.  Satisfactory results will, of course, depend on the variances and covariances of the regressors and the size of the error term.

My 3.14159 cents.
Jon Peck

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Will Bailey [Statman]
Sent: Wednesday, March 07, 2007 10:14 AM
To: [hidden email]
Subject: [SPSSX-L] Ratio of Cases to Regression Variables

I know this has come up but can't find the reference or consensus statement:

There is a "generally accepted" ratio of cases to the number of IVs in a
regression, I believe it was something like 30 to 1 but not sure.

Anyone recall or can offer insight.

Tks,
W