Search found 3 matches
- Thu Jul 30, 2009 2:20 pm
- Forum: Econometric Discussions
- Topic: logit model Wald Test
- Replies: 4
- Views: 7950
Re: logit model Wald Test
Thanks a lot! Startz
- Tue Jul 21, 2009 7:08 am
- Forum: Econometric Discussions
- Topic: logit model Wald Test
- Replies: 4
- Views: 7950
Re: logit model Wald Test
This is perfectly possible. The single coefficient test is more powerful, in this particular case. Would you please tell me why that happened? What's the reason behind that? I suppose that if the result of joint significant test is insignificant, it means every individual variable is insignificant ...
- Mon Jul 20, 2009 9:42 pm
- Forum: Econometric Discussions
- Topic: logit model Wald Test
- Replies: 4
- Views: 7950
logit model Wald Test
Hi,everyone.I have a big problem please help me out! I run a logit model with 30 independent variables and want to check whether the first 4 variables are jointly significant or not. I do the Wald test with C(2)=C(3)=C(4)=C(5)=0. The result show that the p-value of F statistic is 0.15 which means th...