Wald's Test as Applied to Hypotheses in Logit Analysis

Walter W. Hauck; Allan Donner

doi:10.1080/01621459.1977.10479969

Abstract

Abstract For tests of a single parameter in the binomial logit model, Wald's test is shown to behave in an aberrant manner. In particular, the test statistic decreases to zero as the distance between the parameter estimate and null value increases, and the power of the test, based on its large-sample distribution, decreases to the significance level for alternatives sufficiently far from the null value.

Keywords

Wald testStatisticsTest statisticMathematicsNull hypothesisNull (SQL)LogitEconometricsNull distributionLogistic regressionNegative binomial distributionp-valueStatistical hypothesis testingValue (mathematics)Score testF-testStatisticBinomial testComputer science

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Publication Info

Year: 1977
Type: article
Volume: 72
Issue: 360a
Pages: 851-853
Citations: 387
Access: Closed

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APA Style

                            
                                    Walter W. Hauck, 
                                
                                    Allan Donner
                                
                            (1977). 
                            Wald's Test as Applied to Hypotheses in Logit Analysis. 
                            Journal of the American Statistical Association
                            , 72
                            (360a)
                            , 851-853.
                            https://doi.org/10.1080/01621459.1977.10479969

Identifiers

DOI: 10.1080/01621459.1977.10479969