Talk:Wald test

What exactly is the null hypothesis in the Wald Test? First para:"it tests whether an independent variable has a statistically significant relationship with a dependent variable."

Is it then testing the NH that X and Y are independent variables? If not, just say that. The way it is written is crap. I've changed it. —Preceding unsigned comment added by 152.16.225.228 (talk) 18:49, 24 July 2009 (UTC)

Need of Clarification
I am not too knowledgeable on this topic, so just commenting based on a "user"s perspective...I would appreciate if it said in the section on tests on multiple parameters what the variable "n" signifies. I guess it's usually sample size, but good to be explicit in maths.152.19.16.49 (talk) 19:14, 3 September 2015 (UTC)

Need of Expansion?
IMO I think this article would benefit if it developed the Wald test in the way it is typically used i.e. as a test of whether some linear transformation of the parameter vector is equal to the zero vector, with perhaps an example and comments on how it is frequently used as a large-sample test - that is, the version of the test that is usually written in matrix notation. I would, but I'm not sure I'm qualified enough to do a reasonable job.--Theodds (talk) 17:41, 7 December 2010 (UTC)

Name of article
Shouldn't we move it to Wald's test for consistency with his other articles and grammatical correctness?--Adoniscik (talk) 07:01, 11 January 2008 (UTC)


 * It's usually referred to as a "Wald test" in statistical practice - at least in my discipline, which is medical statistics.  --Pstevens (talk) 13:20, 18 April 2008 (UTC)
 * It's "Wald's test" in my dictionary of statistics (Everitt). Melcombe (talk) 13:37, 18 April 2008 (UTC)

Copyediting
Thanks to the previous editor for improving the flow of the text. I've just changed the first section a little because the Wald test is not only for dichotomous variables. I've mentioned continuous variables specifically. I haven't (yet) put anything about categorical variables being handled via multiple dummy variables because the page doesn't yet describe the Wald test on multiple variables. I'll come back to this when I have more time.--Pstevens 11:48, 14 November 2006 (UTC)

Stating the hypothesis explicitly
I hope I haven't caused offence by reverting the edits by 134.48.244.232. In fact there are many hypotheses that can be tested by a Wald test, because it is a very general test procedure for parametric models. --Pstevens (talk) 13:37, 18 April 2008 (UTC)

Speaking of generality, it would be nice if there were some discussion of generalized (>1df) Wald tests.

Alternatives
I modified the Alternatives section to remove the reference to confidence intervals. You could construct confidence intervals based on either a Wald or LRT statistic, so the confidence interval is irrelevant. — Preceding unsigned comment added by 209.6.139.32 (talk) 18:09, 23 February 2013 (UTC)

Asymptotic equivalence
The article seems to imply that asymptotic equivalence of Wald, score and likelihood ratio tests was established by Robert Engle in 1983. However, this result was well-known in 1983, for instance it is covered in Chapter 9 of Theoretical Statistics (Cox and Hinkley, 1974). I believe a more appropriate primary source is; Wald, A. (1943) `Tests if statistical hypotheses concerning several parameters when the number of observations is large'. Trans Amer. Math. Soc., 54, 426-482. Aztek41 (talk) 08:58, 21 September 2023 (UTC)