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    JCN 10 774 Wald Test

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    Enggar Rindu Primandani
    The Wald test is a way of testing the signi(r)cance of particular explanatory variables in a statistical model. For a single explanatory variable The Wald statistic is just the square of the t-statistic. An alternative and widely used approach is to use the likelihood ratio test.

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    JCN 10 774 Wald Test

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    Enggar Rindu Primandani
    122 views1 page
    The Wald test is a way of testing the signi(r)cance of particular explanatory variables in a statistical model. For a single explanatory variable The Wald statistic is just the square of the t-statistic. An alternative and widely used approach is to use the likelihood ratio test.

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    Jcn 10 774 Wald Test

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    The Wald test is a way of testing the signi(r)cance of particular explanatory variables in a statistical model. For a single explanatory variable The Wald statistic is just the square of the t-statistic. An alternative and widely used approach is to use the likelihood ratio test.

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    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    122 views1 page

    JCN 10 774 Wald Test

    Uploaded by

    Enggar Rindu Primandani
    The Wald test is a way of testing the signi(r)cance of particular explanatory variables in a statistical model. For a single explanatory variable The Wald statistic is just the square of the t-statistic. An alternative and widely used approach is to use the likelihood ratio test.

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    774 H. KyngaÈs and M.

    Rissanen

    INFORMATION POINT: The Wald test is a way of testing the signi®cance of particular explanatory
    variables in a statistical model. In logistic regression we have a binary
    Wald test outcome variable and one or more explanatory variables. For each
    explanatory variable in the model there will be an associated parameter.
    The Wald test, described by Polit (1996) and Agresti (1990), is one of a
    number of ways of testing whether the parameters associated with a group of
    explanatory variables are zero.
    If for a particular explanatory variable, or group of explanatory variables,
    the Wald test is signi®cant, then we would conclude that the parameters
    associated with these variables are not zero, so that the variables should be
    included in the model. If the Wald test is not signi®cant then these
    explanatory variables can be omitted from the model. When considering a
    single explanatory variable, Altman (1991) uses a t-test to check whether the
    parameter is signi®cant. For a single parameter the Wald statistic is just the
    square of the t-statistic and so will give exactly equivalent results.
    An alternative and widely used approach to testing the signi®cance of a
    number of explanatory variables is to use the likelihood ratio test. This is
    appropriate for a variety of types of statistical models. Agresti (1990) argues
    that the likelihood ratio test is better, particularly if the sample size is small or
    the parameters are large.

    Further reading
    Agresti A. (1990) Categorical Data Analysis. John Wiley and Sons, New York.
    Altman D.G. (1991) Practical Statistics for Medical Research. Chapman & Hall,
    London.
    Polit D. (1996) Data Analysis and Statistics for Nursing Research. Appleton & Lange,
    Stamford, Connecticut.

    NICOLA CRICHTON

    Ó 2001 Blackwell Science Ltd, Journal of Clinical Nursing, 10, 767±774

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