lrtest
The lrtest command is shorthand for Likelihood-ratio test which is what the command performs. To geta basic idea of what a Likelihood-ratio test is and whether you might want to use it try on the subject or the Smithsonian Institute's . offers a short, mathy explanation of why you might want to run the test as well.
The lrtest command is a complicated one. If you think it is a command you might need, I recommend looking at [R] (Stata's Base Reference Manual) lrtest which has a number of well-explained examples. For largely unexplained examples, but some useful background information, there is always help lrtest.