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Re: st: Comparing nested regression models

From   Maarten buis <>
Subject   Re: st: Comparing nested regression models
Date   Wed, 2 Jul 2008 15:16:09 +0100 (BST)

--- Tam Lin <> wrote:
> I have already seen that help page.
> From what I understand, the Wald test that it recommends is
> designed to test the contribution of a single variable in a
> single model.
> What I want to do is compare one regression model with another.
> Will the Wald test do this?

the Wald test is a test of a linear constraint on your parameters. This
constraint may involve any number of parameters. See: -help test-

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

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