LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (August 2008, week 3)Back to main SAS-L pageJoin or leave SAS-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:   Tue, 19 Aug 2008 21:35:13 -0400
Reply-To:   Peter Flom <>
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. >


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


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

Back to: Top of message | Previous page | Main SAS-L page