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Wald's Test as Applied to Hypothesis in Logit Analysis.
- Source :
-
Journal of the American Statistical Association . Dec77, Vol. 72 Issue 360, p851. 3p. - Publication Year :
- 1977
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 72
- Issue :
- 360
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4613879
- Full Text :
- https://doi.org/10.2307/2286473