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Re: st: logistic regression question
At 08:12 AM 6/17/2007, Maarten buis wrote:
--- stata_user stata_user <[email protected]> wrote:
> can you please, provide me with some references?
Richard gave you the reference: the paper by Gary King on rare events
logit which you can find on his website:
http://gking.harvard.edu/stats.shtml. This is not a traditional
reference, but is enough for you to find it.
Maarten
On that page you'll find a link to King's "Logistic regression and
rare events" paper. He starts off by saying "We study rare events
data, binary dependent variables with dozens to thousands of times
fewer ones (events, such as wars, vetoes, cases of political
activism, or epidemiological infections) than zeros
("nonevents")." Later, in the concluding remarks, he says "The
effects of these methods will be largest when the number of
observations is small (under a few thousand) and the events are rare
(under 5% or so)." I'm not an expert on rare events logistic
regression, but to me it sounds like 10% 1s in a sample of 2000+
isn't too bad. But read the paper and you can judge for yourself.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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