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I have fit a probit model in R. However, in addition to the $z$- and $p$-values, I would like to know the Wald $\chi^2$ values for the individual explanatory variables. How do I obtain / calculate the Wald $\chi^2$ values for parameter estimates?

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You can compute the Wald $\chi^2$ values by squaring the $z$-values.

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  • $\begingroup$ +1, you might note that all of the $\chi^2$s will have $1$ degree of freedom. $\endgroup$ – gung - Reinstate Monica Jan 13 '14 at 20:28

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