# Questions tagged [wald-test]

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

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### Likelihood-ratio and score tests of a (non)linear combination of coefficients

The likelihood-ratio and score test are typically used for simple scalar hypotheses such as $\beta_1 = 0$ or $\beta_1 = \beta_2 = 0$. How can we test a linear combination of coefficients using the ...
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### Hypothesis tests in summary of glm() are always Wald tests?

The summary output of glm() in R uses t-statistic when dispersion is estimated and z-statistic when dispersion is not estimated. I want to know if both tests are ...
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### When is the z-score/wald-score results will be a non-normal distribution?

If the hypothesis is valid the distribution of scores from several samples from the same population will follow a normal distribution for the z-test. That is true? I've made a simple experiment to see ...
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### Does values standardization affect its distrution?

I have Wald's test results from comparing sensitivity and specificity of LDA and QDA. Results are almost the same. I generate data, train and classify it and then obtain the Wald statistic. I need to ...
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### Wald test for sum of coefficients in R

I am "translating" code from STATA to R, and need to translate the following command: ...
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### Distribution of the F-statistic of a Wald test

On the Wikipedia page for the Wald test, there is a derivation for the test statistic under multiple hypotheses. The derivation ends in an F-distribution. I am curious about the final step in that ...
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### Can we report an F statistic on a Robust Linear Model with only Fixed Effects?

I'm estimating a fixed effects model using Linear Regression with the Huber weighting function. I included a boxplot of the data. How do we report an F-value and significance for the entire model like ...
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### Why is the p-value given by p-value${}=P(\chi^2>\Delta D)$ rather than p-value${}=2P(\chi^2>\Delta D)$ as $(*)$?

In the Binomial Regression Models for Binary Data, we have the general Wald statistics result for the Hypothesis $H_0: \beta_j=0, \, H_a: \beta_j \neq 0$ that the p-value is given by \text{p-value}=...
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### Are there small-sample cases where we can approximate the distribution of the Wald statistic better than with the Normal/Chi-squared distribution?

In my specific case, I'm referring to the parameter estimates of a binomial regression (regardless of whether we are estimating risk ratios or odds ratios). Can the problem of divergence of the Wald ...
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### Logistic regression multivariate : Odds ratio / Wald-test

I have a small problem with one of my analyses. I'm doing a multivariate logistic regression so some continuous variables have been discredited by quartiles. Here are my results: OR and IC Variable ...
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### Why is it hard to do a one-sided Wald test for multiple linear hypotheses?

I've heard that one can't do a one-sided Wald test for multiple linear hypotheses, and I found that a Stata FAQ page wrote: ... The "test" command can perform Wald tests for simple and ...
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### How to build a saturated model for logistic regression in R?

I want to build a saturated model in R for my logistic regression. I already tried the following code obtained from another question posted here (Logistic Regression : How to obtain a saturated model):...
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### How to get adjusted logrank in the Cox model, if I have two covatiates?

Let's say I have a model (pseudolanguage): survival = My_Factor + sex + age. I do it to adjust the hazard ratio for sex and categorized age={<30yr; >=30yrs} (not my choice). I can get two p-...
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### Weighted Survey Data Comparison of Many Group Means

We have a state representative sample of student data that must be analyzed using survey weights. What I am struggling with, conceptually, is what comparisons are actually possible under this design. ...
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### What measure to use to compare stratified and non stratified Cox proportional hazards in R

I am doing past papers studying for an exam on medical statistics and am unsure about one of the questions. The question reads as follows: "Consider now a second model where we stratify by sex ...
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### Multivariate Granger Test on Single Variables

Say I have some trivariate model with variables X, Y, Z. Now I want to know if X granger causes Y. To do this test I have used the causality() function in ...
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### correlation between dependent variable and instrument

I have an additional question to the issue of correlation between dependent variables and instruments - which i have some problems understanding. I'm estimating a model by IV due to endogeneity in a ...
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### Why use the Wald test in logistic regression?

Some statistical software use the Wald statistic when reporting on the regression coefficients. As examples, R and Stata report Wald by default. The logistic regression article on Wikipedia says, ...
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