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st: Wald Statistic.


From   Martha Martinez-Martinez <[email protected]>
To   [email protected]
Subject   st: Wald Statistic.
Date   Mon, 7 Mar 2005 17:20:23 -0500 (EST)

Hi!!!
I am doing random effects logistics regression.  Stata, by default, uses a
Wald chi2 test of overall significant.  I have been doing some research,
and a Wald statistic is suppossed to be a test of individual parameters,
dividing the parameter by its standard error and squaring it.  How does it
work for an overall model fit?  How are the degrees of freedom calculated?
The data manual for xt procedures does not have the details.

Thanks.

Martha.
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