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Re: Ratio of Cases to Regression Variables

Posted by Anthony Babinec on Mar 07, 2007; 4:46pm
URL: http://spssx-discussion.165.s1.nabble.com/Ratio-of-Cases-to-Regression-Variables-tp1074357p1074360.html

Stevens' Applied Multivariate Stats book cites a study
that recommended 15 subjects per predictor when considering
3-25 predictors, shrinkage of less than 0.05 with high
probability (.9), and a population squared multiple correlation
of about 0.5. The magnitude of population correlation affects
the recommended number, with higher rho-square leading to
smaller recommended numbers, and lower rho-square leading
to higher recommended numbers.

-----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: 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