Wald Test - Aster Analytics

Teradata Aster Analytics Foundation User Guide

Product
Aster Analytics
Release Number
6.21
Published
November 2016
Language
English (United States)
Last Update
2018-04-14
dita:mapPath
kiu1466024880662.ditamap
dita:ditavalPath
AA-notempfilter_pdf_output.ditaval
dita:id
B700-1021
lifecycle
previous
Product Category
Software

Significance tests can be performed for individual regression coefficients (that is, H0 : βj = 0) by computing the Wald statistics, which are similar to the partial t-statistics from classical regression:



Under the null hypothesis that βj = 0, the Wald test statistic wj follows approximately a standard normal distribution (and its square is approximately a chi-square on one-degree of freedom).

This quantity is computed by the GLM function as the Wald Test, as well as the corresponding 'p_value'. It is in the output table, and also displayed on the screen.