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 the gov's NIST entry on the subject or the Smithsonian Institute's page on the subject. this google Book link 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.