[R] min frequencies of categorical predictor variables in GLM

Thomas Mang thomas.mang at fiwi.at
Mon Aug 3 07:06:57 CEST 2009


Hi,

Suppose a binomial GLM with both continuous as well as categorical 
predictors (sometimes referred to as GLM-ANCOVA, if I remember 
correctly). For the categorical predictors = indicator variables, is 
then there a suggested minimum frequency of each level ? Would such a 
rule/ recommendation be dependent on the y-side too ?

Example: N is quite large, a bit > 100. Observed however are only 0/1s 
(so Bernoulli random variables, not Binomial, because the covariates are 
from observations and in general always different between observations). 
There are two categorical predictors, each with 2 levels. It would 
structurally probably also make sense to allow an interaction between 
those, yielding de facto a single categorical predictor with 4 levels. 
Is then there a minimum of observations falling in each of the 4 level 
category (either absolute or relative), or also that plus also 
considering the y-side ?

thanks !
Thomas




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