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Date:   Tue, 19 Aug 2008 21:12:19 -0400
Reply-To:   Bill Behrens <mngorgeman@GMAIL.COM>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Bill Behrens <mngorgeman@GMAIL.COM>
Subject:   Re: Logistic regression math question, Wald v. likelihood ratio
Comments:   To: Peter Flom <peterflomconsulting@MINDSPRING.COM>

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


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