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: mac...@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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