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Sample Sizes When Using Multiple Linear Regression for Prediction

Armstrong Atlantic State University, knofczgr{at}mail.armstrong.edu

Daniel Mundfrom

University of Northern Colorado

When using multiple regression for prediction purposes, the issue of minimum required sample size often needs to be addressed. Using a Monte Carlo simulation, models with varying numbers of independent variables were examined and minimum sample sizes were determined for multiple scenarios at each number of independent variables. The scenarios arrive from varying the levels of correlations between the criterion variable and predictor variables as well as among predictor variables. Two minimum sample sizes were determined for each scenario, a good and an excellent prediction level. The relationship between the squared multiple correlation coefficients and minimum necessary sample sizes were examined. A definite relationship, similar to a negative exponential relationship, was found between the squared multiple correlation coefficient and the minimum sample size. As the squared multiple correlation coefficient decreased, the sample size increased at an increasing rate. This study provides guidelines for sample size needed for accurate predictions.

Key Words: subject predictor ratio • Monte Carlo • simulation • sample size • squared multiple correlation coefficient • multiple linear regression

This version was published on June 1, 2008

Educational and Psychological Measurement, Vol. 68, No. 3, 431-442 (2008)
DOI: 10.1177/0013164407310131


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