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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Prove Wald statistic = number of linear restrictions times F statistics
I'm considering $F[J,n-k]= \displaystyle \frac{(e_{*}^{'}e_{*}-e'e) \backslash J}{e'e\backslash (n-k)}$, where $J$ stands for number of restrictions. I want to prove $W=(Rb-q)'(Rs^2(X'X)^{-1}R')^{-1}(...
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LR statistics add up for nested models. What about the Wald test?
Consider models M0, M1, M2.
Let M0 $\subset$ M1 $\subset$ M2, i.e. let the models nest each other.
I test the following pairs of models using the likelihood-ratio (LR) test: M0 vs. M2, M0 vs. M1, M1 ...
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How does the Wald test follow a chi-square distribution? (Do we ignore independence)
So, according to the definition, a statistic follows a chi-square distribution if we square and add independent and standard normal variables right? So for the Wald test (Chi-square version), we are ...
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How to get an overall P-value for a categorical variable, If I know the t-values of its dummy variables?
I am doing ANCOVA: main categorical variable for the comparison is "Street" and it contains 3 categories (Street1, Street2 and Street3). The outcome variable is social interaction time (...
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How to interpret DESeq results with LRT vs. with Wald's test
I am new to the field of RNA-Seq and wanted to ask for advice concerning the proper use of the two DESeq() test options (LRT vs. Wald test).
Briefly, my ...
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In what scenarios can we use Wald confidence intervals
In my stats course we derived Wald confidence intervals using properties such as asymptotic normality of the maximum likelihood estimator. This asymptotic normality relies on a statistical model being ...
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Does the "log-likelihood" measure cover all details about model fit, like covariance structure, adjustments, robust variance estimator, etc?
Just a general statistical question: when any statistical software returns log-likelihood of some model, does it account for all details in it?
For example, when we employ generalized least square ...
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Can be any example of testing contrasts using Wald's approach reproduced with Likelihood Ratio testing?
For illustration I will use R, but the question is general statistical question, totally not R related.
Assume I have a numerical variable and categorical variable with 3 levels, like A, B and C, for ...
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calculate effect size from regression table
I am working on power analysis for a project. I want to benchmark effect size from another study. How can I find the effect size (Cohen's d) just by looking at the regression table below? For instance,...
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Hypothesis test for treatment with opposite signed effects across subgroups
Imagine a treatment that, if it has an effect, is likely to
affect two groups in opposite directions. As a concrete example, suppose
I am testing the effect of a Republican politician endorsing a ...
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Comparing cross-lagged coefficients in Mplus (Wald chi-sq test)
I'm running a cross-lagged panel model analysis in Mplus. The cross-lagged path coefficients were constrained to be equal across time. Now, I'd like to test if the cross-lagged path from MSC to MA and ...
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How to compare 2 estimates from a model fitted by MLE when the covariance of the estimate can't be always estimated?
I have one model, that I fit using MLE. In order to feel what could be a good initial guess for the fitting process, I try different arbitrary smartly chosen initial guess (not random) and report the ...
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Statistical difference per group
I am calculating elasticities per income quintiles. I have 10,000 observations of elasticities calculated for each quintile, so a dataset of 5*10,000.
I would like to test whether the elasticities are ...
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