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st: AW: help with -lrtest-


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: help with -lrtest-
Date   Mon, 14 Dec 2009 13:56:48 +0100

<> 

The manual entry for -lrtest- explains this story in its "Example 1", so you
can read up on it. Also note the similar story line in the entry for
-nestreg-.


*************
webuse lbw, clear

logit low age lwt i.race smoke ptl ht ui
test age ptl
estimates store A

logit low lwt i.race smoke ht ui

lrtest A
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Karen Wright
Gesendet: Montag, 14. Dezember 2009 10:31
An: [email protected]
Betreff: st: help with -lrtest-

Dear All, 
Apologies for the very obvious question, but I was hoping to double check
that I am using lrtest correctly.  If I am testing two nested models and
wish to know whether the term i have added significantly improves the model
then I can use lrtest, and a p-value of <0.05 indicates that adding the term
significantly improves the model?!
 
Thank you,
Karen


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