Wald test
E766782
The Wald test is a statistical hypothesis test used to assess the significance of individual coefficients or parameters in a model, particularly in regression and maximum likelihood estimation.
Observed surface forms (1)
| Surface form | Occurrences |
|---|---|
| Wald statistic | 1 |
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf | statistical hypothesis test ⓘ |
| alternativeName | Wald chi-square test ⓘ |
| appliesTo |
generalized linear models
ⓘ
linear regression models ⓘ mixed-effects models ⓘ time series models ⓘ |
| assumes |
large sample size
ⓘ
regularity conditions for maximum likelihood estimators ⓘ |
| basedOn |
asymptotic normality of estimators
ⓘ
maximum likelihood estimation theory ⓘ |
| canTest |
multiple parameter joint hypotheses
ⓘ
single parameter hypotheses ⓘ |
| category |
asymptotic test
ⓘ
parametric test ⓘ |
| comparedWith |
likelihood ratio test
ⓘ
score test ⓘ |
| field |
biostatistics
ⓘ
econometrics ⓘ statistics ⓘ |
| hasTestStatistic |
(estimate − hypothesized value) divided by standard error
ⓘ
asymptotically chi-squared distributed ⓘ asymptotically standard normal for single-parameter tests ⓘ quadratic form in parameter estimates ⓘ |
| introducedBy | Abraham Wald NERFINISHED ⓘ |
| limitation |
can be unreliable near parameter boundaries
ⓘ
can perform poorly in small samples ⓘ sensitive to parameterization ⓘ |
| namedAfter | Abraham Wald NERFINISHED ⓘ |
| nullHypothesisForm |
parameter equals specified value
ⓘ
vector of parameters equals specified vector ⓘ |
| output |
confidence interval via inversion
ⓘ
p-value ⓘ test statistic ⓘ |
| relatedConcept |
chi-squared test
ⓘ
confidence intervals for parameters ⓘ t-test ⓘ z-test ⓘ |
| requires |
estimate of parameter covariance matrix
ⓘ
standard error of parameter estimate ⓘ |
| timePeriod | 20th century ⓘ |
| usedFor |
testing parameters in maximum likelihood estimation
ⓘ
testing regression coefficients ⓘ testing significance of individual parameters ⓘ |
| usedIn |
econometrics
ⓘ
generalized linear models ⓘ logistic regression ⓘ regression analysis ⓘ survival analysis ⓘ |
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
subject surface form:
Abraham Wald
subject surface form:
Abraham Wald
this entity surface form:
Wald statistic