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Re: st: Box Tidwell procedure & Wald Chi2

From   Maarten buis <>
Subject   Re: st: Box Tidwell procedure & Wald Chi2
Date   Mon, 12 Jul 2010 02:29:00 -0700 (PDT)

--- On Mon, 12/7/10, Cornelius Nattey wrote:
> I know chi2 are used in contingency tables to check whether
> there is an association between exposure variable and
> outcome of interest ie tab death agegrp,chi2  or exact  
> What is the Wald X2?

Within a model estimated with maximimum likelihood it is a
test of a linear constraint on the parameter estimates. it
has nothing to do with contingency tables other than it 
uses the same distribution for the sampling distribution of
the test statistic under the null hypothesis. (Actually, I 
would not be surprised if you could reformulate the chi2 
test for independence in a cross tabulation as a Wald test,
but that would not help you here.) 

In Stata it is what you get when you use the -test- command
after a model estimated with maximum likelihood, and it is 
the test reported in the output of that estimation command
that appears after each coefficient. After -regress- you 
will get F-tests and t-tests respectively instead of Wald

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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