|
|
Minimal number of cases in GMM |
|
Message/Author |
|
socrates posted on Tuesday, January 29, 2008 - 6:26 am
|
|
|
What is the minimal number of cases I need to run a GMM? |
|
|
You would want at least as many cases as there are parameters in the model. Other than that, the number of cases needed depends on several factors one of which is how well separated the classes are in the means of the growth factors. The best way to determine the necessary sample size is to conduct a Monte Carlo study. |
|
Back to top |
|
|