- Thread starter ilyes
- Start date
- Tags alternative regerssion analysis sample size

You will need to consider whether you can dramatically increase your sample size, or perhaps change your unit of analysis (e.g., to financial performance by year, for many different years, with year nested in company).

You may also be able to bootstrap all the model parameters to get some idea of what's going on despite the small sample (including the model based statistics like (adjusted) R-squared, the MSE/RMSE).

I see this as a situation where you might need to be creative or be purposeful in the variables you select.

Sorry - this is not a case where a clever statistical approach is going to help.