get the wald chi square in binary logistic regression
Is this a research question? If not, I'd like to know why you think the Wald test is better. Are you famililiar with Bates and Watts (1988) Nonlinear Regression Analysis and Its Applications (Wiley), and with the concepts of "intrinsic" and "parameter effects" nonlinearity? In brief, nonlinear regression and maximum likelihood estimation more generally involve projection onto a nonlinear manifold, which is subject to intrinsic nonlinearity as well as parameter effects nonlinearity. The Wald test suffers from both types of nonlinearity, while the 2*log(likelihood ratio) procedure suffers from only the intrinsic nonlinearity. Moreover, one of the later chapters in Bates and Watts include a comparison intrinsic and parameter effects nonlinearity in several published nonlinear regression examples. I don't remember the details now, but in all but a few cases, the parameter effects were at least an order of magnitude greater than the intrinsic nonlinearity. If you are not familiar with Bates and Watts, I highly recommend it. If you are, I could see comparing Wald and 2*log(likelihood ratio) to decide if I want to use Wald in certain applications where 2*log(likelihood ratio) may not be feasible. If you have evidence raising questions about the above, I'd like to know. spencer graves
severine.erhel at free.fr wrote:
th,ks for your help, i don't have this package on my R, do you know an other package that have this test...thanks Selon Renaud Lancelot <renaud.lancelot at cirad.fr>:
severine.erhel at free.fr a ??crit :
hello, I work since a few time on R and i wanted to know how to obtain the Wald
chi
square value when you make a binary logistic regression. In fact, i have
the z
value and the signification but is there a script to see what is the value
of
Wald chi square. You can see my model below, Best regards, S??verine Erhel
If you want a global test for several coeff associated with the same variable (e.g., form or criter2 in your example), you can fit the model without the variable and compare the 2 models with a likelihood ratio test (function anova): it is safer than the Wald test. If you really want the Wald test, it is available in different packages: see for example the function wald.test in package aod. Best, Renaud
[Previously saved workspace restored]
m3 = glm(reponse2 ~ form + factor(critere2)
,family=binomial,data=mes.donnees)
summary (m3)
Call:
glm(formula = reponse2 ~ form + factor(critere2), family = binomial,
data = mes.donnees)
Deviance Residuals:
Min 1Q Median 3Q Max
-2.5402 0.2064 0.3354 0.4833 1.4177
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 0.5482 0.3930 1.395 0.1631
form Illustration 3.2904 0.6478 5.080 3.78e-07 ***
form Texte+illustration 2.6375 0.4746 5.557 2.74e-08 ***
factor(critere2)2 -1.0973 0.5103 -2.150 0.0315 *
factor(critere2)3 -0.9891 0.5107 -1.937 0.0528 .
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 227.76 on 218 degrees of freedom
Residual deviance: 162.11 on 214 degrees of freedom
AIC: 172.11
Number of Fisher Scoring iterations: 5
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http://www.R-project.org/posting-guide.html -- Dr Renaud Lancelot, v??t??rinaire Projet FSP r??gional ??pid??miologie v??t??rinaire C/0 Ambassade de France - SCAC BP 834 Antananarivo 101 - Madagascar e-mail: renaud.lancelot at cirad.fr tel.: +261 32 40 165 53 (cell) +261 20 22 665 36 ext. 225 (work) +261 20 22 494 37 (home)
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Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA spencer.graves at pdf.com www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915