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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


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