[R] regression methods for rare events?

[Xavier Fernández i Marín]

David Studer vas escriure el dia dl, 04 jun 2012:

> Hi everybody!
> 
> I have a sample with n=2.000. This sample contains rare events (10, 20, 30
> individuals with a specific illness).
> Now I'd like to do a logistic regression in order to identify risk factors.
> I have several independent variables on an interval
> scale.
> 
> Does anyone know whether the number of these rare events is sufficient in
> order to calculate a multivariate
> logistic regression? Or are there any alternative models I should use?
> (which are available in R)

Gary King has a couple of papers on rare events analysis in logistic
regression:
http://gking.harvard.edu/category/research-interests/methods/rare-events

In stata the 'relogit' command applies King's advice, and I don't know of
any R package doing it, sorry. 

Best,

-- 
-  Xavier  -