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