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st: Lrtest versus Test

From   Richard Williams <>
Subject   st: Lrtest versus Test
Date   Sun, 21 Dec 2003 14:04:12 -0500

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.

Richard Williams, Associate Professor
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