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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: