Date:         Tue, 19 Aug 2008 21:35:13 -0400
Reply-To:     Peter Flom <peterflomconsulting@mindspring.com>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Peter Flom <peterflomconsulting@MINDSPRING.COM>
Subject:      Re: Logistic regression math question, Wald v. likelihood ratio
Comments: To: Bill Behrens <mngorgeman@GMAIL.COM>
Content-Type: text/plain; charset=UTF-8

Bill Behrens <mngorgeman@GMAIL.COM> wrote
>Hello Peter,
>
> What's your sample size? In general for small samples LR and Score give
>better results. Wald test relies heavily on normality assumption and in
>small samples this matters. I am not sure if this changes much with
>logistic regression but knowing that it's a nonlinear transformation of
>the linear probability model I wouldn't be surprized if the test results
>are qualitatively similar for small samples.
>

Thanks

It was a very small sample ---- I forget exactly right now, but under 50.

Peter

Peter L. Flom, PhD
Statistical Consultant
www DOT peterflom DOT com