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  • Wald test for logit model

    Hi all.

    I am a little bit confused about a test post estimation, wald test, for a logit model in stata.

    I knew that wald test I used for linear model. For this reason I could not use command: test or testparm.

    In some examples from this forum used booth for no lĂ­near model.

    Maybe is not better use testnl?

    Regards

  • #2
    A Wald test as performed by test is perfectly acceptable for linear and non-linear models, it is a test for linear combinations of coefficients. testnl performs a test for non-linear combinations of coefficients. This can make sense in both linear and non-linear models.

    So you can use both tests in both models.
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
    ---------------------------------

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    • #3
      Thanks Maarten for you reply.

      Regards

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