[R] regression methods for rare events?

[Duncan Mackay]

Hi Xavier

Try VGAM package
see
Extremes (2007) 10:1–19
DOI 10.1007/s10687-007-0032-4
Vector generalized linear and additive
extreme value models
Thomas W. Yee   Alec G. Stephenson

It just happens that I had the pdf open

Regards

Duncan


Duncan Mackay
Department of Agronomy and Soil Science
University of New England
Armidale NSW 2351
Email: home: mackay at northnet.com.au

At 17:56 6/06/2012, you wrote:
>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  -
>
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