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The number of subjects per variable required in linear regression analyses

2015· article· en· W2135760566 on OpenAlexaff
Peter C. Austin, Ewout W. Steyerberg

Bibliographic record

VenueJournal of Clinical Epidemiology · 2015
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsUniversity of TorontoInstitute for Clinical Evaluative SciencesSunnybrook Health Science Centre
Fundersnot available
KeywordsStatisticsLinear regressionConfidence intervalMathematicsRegression analysisRegression dilutionStandard errorRegressionPopulationSegmented regressionStatisticLinear modelProper linear modelStandard deviationPolynomial regressionMedicine

Abstract

fetched live from OpenAlex

OBJECTIVES: To determine the number of independent variables that can be included in a linear regression model. STUDY DESIGN AND SETTING: We used a series of Monte Carlo simulations to examine the impact of the number of subjects per variable (SPV) on the accuracy of estimated regression coefficients and standard errors, on the empirical coverage of estimated confidence intervals, and on the accuracy of the estimated R(2) of the fitted model. RESULTS: A minimum of approximately two SPV tended to result in estimation of regression coefficients with relative bias of less than 10%. Furthermore, with this minimum number of SPV, the standard errors of the regression coefficients were accurately estimated and estimated confidence intervals had approximately the advertised coverage rates. A much higher number of SPV were necessary to minimize bias in estimating the model R(2), although adjusted R(2) estimates behaved well. The bias in estimating the model R(2) statistic was inversely proportional to the magnitude of the proportion of variation explained by the population regression model. CONCLUSION: Linear regression models require only two SPV for adequate estimation of regression coefficients, standard errors, and confidence intervals.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.174
metaresearch head score (Gemma)0.500
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: Methods · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.826
Threshold uncertainty score0.920

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.1740.500
Meta-epidemiology (narrow)0.0010.002
Meta-epidemiology (broad)0.0040.004
Bibliometrics0.0010.002
Science and technology studies0.0020.003
Scholarly communication0.0030.005
Open science0.0050.003
Research integrity0.0060.005
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.642
GPT teacher head0.643
Teacher spread0.001 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

Study designTheoretical or conceptual
DomainMethods
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations1,043
Published2015
Admission routes1
Has abstractyes

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