1.1 - 8.10 - Wald Test - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
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.