*! version 1.0 12Dec2014

help logtest

Title

logtest -- tests significance of a predictor in logistic models

Description

There exist a few ways (e.g. Wald test) of testing the statistical
significance of a predictor in logistic models. The likelihood ratio
(LR) test used for comparing two models is considered as a better
approach (Menard 2002). It is about comparing two logistic
regression models, one with the predictor (unrestricted) and one
without the predictor (restricted) being tested.

If the LR-difference is significant, this means that the unrestricted
model is making a significant improvement as compared to the
restricted model. Thus, we can conclude that the predictor being
tested is statistically significant.

KW: logistic regression
KW: likelihood ratio
KW: model comparison

Examples

. sysuse auto, clear

. recode price 0/5000=0 5001/15906=1

. logtest, m1(price foreign) m2(price foreign turn)

. logtest, m1(price headroom) m2(price foreign headroom)

Author

Mehmet Mehmetoglu
Department of Psychology
Norwegian University of Science and Technology
mehmetm@svt.ntnu.no

Reference
Menard, S. (2002). Applied logistic regression analysis (Vol. 106).
Thousand Oaks, Calif.: Sage.