Would you consider a sample size of 168 small, and as such any
inferences drawn on the basis of LM or LLR instead of Wald
could be wrong?
Stephen
Generally I would not consider that to be too small, but the N alone
does not necessarily tell you that much...for instance consider a
characteristic shared by only 5% of the observations that is involved
with several coefficients, and you want to test for their joint
significance. That test might not have a great deal of power, which is
related to 0.05*168 = 8 observations, not 168.
