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Re: st: help with -lrtest-

From   Richard Williams <>
To   "" <>, "" <>
Subject   Re: st: help with -lrtest-
Date   Mon, 14 Dec 2009 09:16:03 -0500

At 04:31 AM 12/14/2009, Karen Wright wrote:
Dear All,
Apologies for the very obvious question, but I was hoping to double check that I am using lrtest correctly. If I am testing two nested models and wish to know whether the term i have added significantly improves the model then I can use lrtest, and a p-value of <0.05 indicates that adding the term significantly improves the model?!

Thank you,

Yes. Add the -stats- option to get BIC and AIC tests. Also, consider using nestreg, e.g.

nestreg, lr: logit y (x1 x2 x3) (x4 x5 x6)

-lrdrop1- (available from SSC) is also handy if just checking individual terms.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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