## 2017年8月11日 星期五

### Wald Test:

A Wald test is used to test the statistical significance of each coefficient (b) in the model.
A Wald test calculates a Z statistic, which is:
z=b/se
This z value is then squared, yielding a Wald statistic with a chi-square distribution. However, several authors have identified problems with the use of the Wald statistic. Menard (1995) warns that for large coefficients, standard error is inflated, lowering the Wald statistic (chi-square) value. Agresti (1996) states that the likelihood-ratio test is more reliable for small sample sizes than the Wald test.