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Wald's Test as Applied to Hypotheses in Logit Analysis

Walter W. Hauck, Jr. and Allan Donner
Journal of the American Statistical Association
Vol. 72, No. 360 (Dec., 1977), pp. 851-853
DOI: 10.2307/2286473
Stable URL: http://www.jstor.org/stable/2286473
Page Count: 3
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Wald's Test as Applied to Hypotheses in Logit Analysis
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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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