As Steyerberg discusses in his book, Clinical Prediction Models (2009), sample size considerations in linear regression models (and generalized linear models in general) should focus on statistical power for reliable predictions. As such, sample size requirements are formulated as events per variable (EVP). As a guideline, the minimum EVP may be 10. So, for a linear regression model, 10 subjects per variable. EVP values for reliable selection of predictors from a larger set of candidate predictors may be as large as 50.
Scott R Millis, PhD, ABPP (CN,CL,RP), CStat, CSci
Professor & Director of Research
Dept of Physical Medicine & Rehabilitation
Dept of Emergency Medicine
Wayne State University School of Medicine
261 Mack Blvd
Detroit, MI 48201
Email: [email protected]
Tel: 313-993-8085
Fax: 313-966-7682
--- On Sat, 6/20/09, Nikolaos Pandis <[email protected]> wrote:
> From: Nikolaos Pandis <[email protected]>
> Subject: st: regression sample size
> To: [email protected]
> Date: Saturday, June 20, 2009, 7:40 AM
> Hi to all.
>
> I was wondering whether there are any commands to do sample
> size calculations for linear regression models in Stata. I
> know sampsi and stpower.
>
> Thank you,
>
> Nick
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
