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Wald's Test as Applied to Hypotheses in Logit Analysis

 

作者: WalterW. Hauck,   Allan Donner,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1977）
卷期: Volume 72, issue 360  

页码: 851-853

 

ISSN:0162-1459

 

年代: 1977

 

DOI:10.1080/01621459.1977.10479969

 

出版商: Taylor & Francis Group

 

关键词: Wald's test;Large-sample tests;Binomial logit model

 

数据来源: Taylor

 

摘要:

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.

 

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