# Questions tagged [wald-test]

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23
questions

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50 views

### How can these two expressions both converge in distribution to N(0, 1)?

In All of Statistics, chapter 11 (pg. 183), Larry Wasserman states in his description of the Wald Test:
We are testing the null hypothesis $ \hat{\theta} = \theta_0 $ versus the alternative ...

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vote

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14 views

### How do I check the assumptions of the Wald test for binomial GLM?

At my statistics course we used LRT to get the p-value of the covariates from a binomial GLM. There was something mentioned about the Wald test assumptions not being met, which results in biased p-...

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30 views

### Hypothesis Test for a Linear Combination of Three or More Probabilities

Suppose that you have a parameter w. As you change the value of that parameter, the probability of a given event occurring increases or decreases. I want to use the Method of Finite Differences to ...

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**1**answer

21 views

### Meta-analyzing Likehood ratio or wald test outputs

Hope your day is going well! I've been reading a lot on the Wald test and likelihood ratio test recently because it is the output of my RNA sequencing data. I was interested in meta-analysis of ...

**2**

votes

**1**answer

80 views

### Likelihood ratio, Wald, and Score are equivalent?

In Foundations of Linear and Generalized Linear Models, Agresti makes a comment on page 131 about likelihood ratio, Wald, and Score testing of regression parameters.
For the best-known GLM, the ...

**2**

votes

**1**answer

46 views

### Is Wald Z test two tailed?

I would like to ask you whether the Wald Z test which is used in context of null model for multilevel logistic regression is actually two-tailed or not.
So far, I've found that Wald has chi-square ...

**2**

votes

**1**answer

217 views

### Difference between Wald test and Chi-squared test

I am aware that both tests assume Chi-square distribution of data. Here are what I know:
Wald test as multi-variable generalization of student's t-test tests the statistical difference of mean ...

**3**

votes

**2**answers

48 views

### Is it possible to generate power curves for score-tests, wald-test, LR test?

A power curve is something in the example
Do score-tests, wald-test, LR test have power curves?
What do they look like?

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8 views

### Logistic regression: McFadden does not change after interaction term is added. But Waldtest shows differecne in model fits

I have tested two models (one with interaction, the other without). The McFadden test show just small improvement in model fits (.432 to .439). When I run Waldtest between the model, it shows that ...

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votes

**1**answer

98 views

### Where are the Wald p-values and where are the LRT ones in the resulf of mixed models? [closed]

I read, that there are many methods of determining the degrees of freedom, thus calculating the p-values for fixed effects in mixed models. I read, that the worst is the Wald test and the Log-...

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49 views

### Singularity issue, caused by polynomial regression, in the wald test of significance

I am trying to explain the housing sales prices and need for it to include the squared terms of some variables, for instance distance to the nearest forest, in order to capture the real effect.
This ...

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39 views

### One Wald test p-value for many regressions

I have to replicate a paper and I got stuck with getting an overall Wald test p-value from 69 separate regressions. My data is explained here: http://stackoverflow.com/questions/59150321/create-lead-...

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62 views

### Comparing LM, LR and Wald Test in Logistic regression model

I want to test omitted variables and I perform 3 tests: $Wald$, Likelihood Ratio ($LR$) and Lagrange Multiplier ($LM$) test. My model is a linear model with a polynomial element ($x^2$).
I found a ...

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votes

**2**answers

39 views

### Performing a Wald-test on Hazard-ratio without PH assumption

I have data on the duration of treatments. There is a disturbance at t=0 (treatment tariffs radically increase), which leads to an sudden increase in the number of treatments closed at that point.
I ...

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25 views

### Inconsistency in Logit p-values

So I've been doing a pretty basic logistic regression, where 1=default and 0=no default. I have a couple explanatory variables, some of which behave strangely. The model is:
...

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29 views

### How are factor level coefficient estimates combined for total Wald chi-squared?

I have been working with mixed-effects models, with both continuous and categorical variables. I am interested in the combined effect of categorical variables with > 2 levels. I ran type II ANOVA on ...

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30 views

### Nonlinear Wald Test

Say we have a bivariate distribution
$~~~~~f(x,y|\theta=\{a,b,t,c\}).$
An event of interest is when ab=c, that is,
$~~~~~H_0: g(\theta)=c-ab=0$ versus $H_1: g(\theta)=c-ab \neq 0.$
I attempt to ...

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**1**answer

58 views

### Wald test explanation [duplicate]

Can someone explain to me what a Wald test is please. I have seen it twice today and cannot figure out what it does (other than test for sig difference like a t-test or chi-square). What would you ...

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35 views

### How are Wald type tests better asymptotically? [closed]

I heard that Wald tests are better asymptotically than other tests. But what does this mean? Does it mean that it's better at testing for population level differences? Is it better for "big data" and ...

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74 views

### LRT p-values for main terms in non-additive models

Likelihood Ratio Test (LRT) performs better than Wald test to get p-values of a modelās predictors. Using R, it is pretty common that you report the intercept and slopes estimates from the summary() ...

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34 views

### Wald Chi-square with survey weights in Python [closed]

I am trying to perform a Wald (Chi-square) test in Python using survey data with sample weights. I have looked in Scikit learn and statsmodels, but neither seem to support this test where the sample ...

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28 views

### How to construct Wald test statistics and confidence intervals using MCMC posteriors with an improper prior?

Although there are many R packages for fitting frequentist models, they are usually quite specific, so whenever there's some combination of features that I would like to include in the model for which ...

**1**

vote

**1**answer

152 views

### Is there a Wald test to compare the means of two indepent Poisson distributions?

I found a problem, which says
Let $X_1,...,X_{n_1}\sim Poisson(\lambda_1), Y_1,...,Y_{n_2}\sim Poisson(\lambda_2), i.i.d$ and independent of each other.
$H_0:\lambda_1=\lambda_2, \ H_1: not \ ...