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Re: st: logistic and logit and test


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: logistic and logit and test
Date   Tue, 13 Apr 2004 20:37:16 -0500

Incidentally, the -test- command is not considered the optimal way to test hypotheses in logistic regression. (If you are only testing whether a single parameter = 0, it also doesn't accomplish much, because the z value for the coefficient gives you the same info.) The -lrtest- command (which also requires the use of the -estimates store- command) is considered better. pp. 3 and 4 of the following handout give examples:
Thanks! Your PDFs are useful. I hope they stay online.

This preference of LR compared to Wald tests is related to sample size? Or other characteristics of the data? I had a large sample size so I assumed the Wald tests were OK, but I'll check via LR tests.

-Dave

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