Relaxing the Rule of Ten Events per Variable in Logistic and Cox Regression
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منابع مشابه
Original Contribution Relaxing the Rule of Ten Events per Variable in Logistic and Cox Regression
The rule of thumb that logistic and Cox models should be used with a minimum of 10 outcome events per predictor variable (EPV), based on two simulation studies, may be too conservative. The authors conducted a large simulation study of other influences on confidence interval coverage, type I error, relative bias, and other model performance measures. They found a range of circumstances in which...
متن کاملRelaxing the rule of ten events per variable in logistic and Cox regression.
The rule of thumb that logistic and Cox models should be used with a minimum of 10 outcome events per predictor variable (EPV), based on two simulation studies, may be too conservative. The authors conducted a large simulation study of other influences on confidence interval coverage, type I error, relative bias, and other model performance measures. They found a range of circumstances in which...
متن کاملA simulation study of the number of events per variable in logistic regression analysis.
We performed a Monte Carlo study to evaluate the effect of the number of events per variable (EPV) analyzed in logistic regression analysis. The simulations were based on data from a cardiac trial of 673 patients in which 252 deaths occurred and seven variables were cogent predictors of mortality; the number of events per predictive variable was (252/7 =) 36 for the full sample. For the simulat...
متن کاملNo rationale for 1 variable per 10 events criterion for binary logistic regression analysis
BACKGROUND Ten events per variable (EPV) is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. METHODS The ...
متن کاملCumulants and Bartlett Identities in Cox Regression by Per
Expressions are found for the cumulants needed to analyze Cox regression up to order O(n−3/2), and consistent estimators for these are given. In addition, the Bartlett identities are shown to hold for the Cox partial likelihood (and, in a broad sense, for partial likelihood in general), so that the cumulant estimators found can be used to adjust statistics in accordance with formulas from likel...
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ژورنال
عنوان ژورنال: American Journal of Epidemiology
سال: 2007
ISSN: 0002-9262,1476-6256
DOI: 10.1093/aje/kwk052