7.00.02 - Wald Test - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Aster Analytics
Release Number
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
English (United States)

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.