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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Cite This
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