st: Lrtest versus Test

[Richard Williams <Richard.A.Williams.5@nd.edu>]

A couple of questions about Lrtest:

* When using routines like Logistic Regression, LrTest is generally 
supposed to be better than Test.  In practice, does it tend to make much 
difference, other than in maybe borderline cases?  And if so, are there any 
particular sets of circumstances when Test would be especially flawed? Test 
is generally easier to use.

* If you use LrTest with OLS regression, does it produce equivalent results 
to Test?  It seems to give virtually identical results with some 1 d.f. 
tests I have tried, but I'm not sure about more complicated tests. For 
example, the docs show how to do chow tests with logistic regression and 
LrTest, so I'm wondering if the same thing works ok with OLS regression.



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