# Questions tagged [wald-test]

Hypothesis test based on the approximate normal distribution of the maximum likelihood estimator.

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### F-test and Wald test in time series

Assume we have the time series $X_{1,t}$ and $X_{2,t}$ where $X_{i,t}=(x_{i,1},...,x_{i,T})$. We build two models as (Assume the time series are weakly stationary): \begin{align} X_{1,t}=\sum_{\...
1 vote
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### How does the following term happen when using the Wald Test on two-sample binomials?

I'm having trouble understanding one of the steps of the Wald test used in two-sample binomial proportions. More specifically, when $X_1, ..., X_{n_1}$ are iid Binomial$(1, p_1$), $Y_1, ..., Y_{n_2}$ ...
22 views

### Type II vs. Type III using car::Anova on lmer model [duplicate]

I have fit a linear mixed-effects model using lmer. The model includes 1 categorical predictor variable, 2 continuous predictor variable, all interactions, and a categorical random effect. To test for ...
1 vote
36 views

### Wald test for Cox PH coefficients: Z distributed

I'm wondering about the Wald test when applied to regression coefficients in the Cox PH model. In linear regression, you have to estimate $\sigma^2$ separately from the mean, which means the standard ...
1 vote