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Wald test
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For an approximately normal estimator, the one-parameter Wald statistic
Z
=
se
(
θ
)
θ
−
θ
0
(207)
is approximately standard normal under
H
0
:
θ
=
θ
0
. A two-sided test reports
2Φ
(
−
∣
Z
∣
)
.
Table of contents
158
4
Multivariate Wald statistic
Wald test
57
1
Wald statistic for linear restrictions
Multivariate Wald statistic
28
Wald and likelihood-ratio asymptotic equivalence
Wald test
51
Two-sided Gaussian p-value
Wald test
27
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(6)
Statistical hypothesis testing
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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Wald statistic