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Journal of the American Statistical Association Volume 72, 1977 - Issue 360a
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Theory and Method

Wald's Test as Applied to Hypotheses in Logit Analysis

Walter W. Hauck Jr. Dept. of Mathematics, Worcester Polytechnic Institute, Worcester, MA, 01609, USA; Harvard Medical School, Boston, MA, 02115, USA
&
Allan Donner Dept. of Epidemiology and Preventive Medicine, University of Western Ontario, London, Ontario, N68 5B7, Canada; Channing Laboratory, Harvard Medical School, Boston, MA, 02115, USA
Pages 851-853 | Received 01 Nov 1976, Published online: 05 Apr 2012
 
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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.

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