Wald's Test as Applied to Hypotheses in Logit Analysis
- 1 December 1977
- journal article
- research article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 72 (360a) , 851-853
- https://doi.org/10.1080/01621459.1977.10479969
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
This publication has 1 reference indexed in Scilit:
- Tests of statistical hypotheses concerning several parameters when the number of observations is largeTransactions of the American Mathematical Society, 1943