Date: Tue, 19 Aug 2008 21:12:19 0400
ReplyTo: Bill Behrens <mngorgeman@GMAIL.COM>
Sender: "SAS(r) Discussion" <SASL@LISTSERV.UGA.EDU>
From: Bill Behrens <mngorgeman@GMAIL.COM>
Subject: Re: Logistic regression math question, Wald v. likelihood ratio
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.
Bill
