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multivariate Wald test
Posted: Mon Jun 10, 2013 3:08 pm
by mwkoeter
When I model a logistic regression analysis with a categorical predictor with 4 categories this results in regression model with 3 dummy variables that are each tested seperately. Is it possible to calculate the multivatiate Wald test in MlWin (to check whether the 3 dummy variables together predict the outcome).
Maarten
Re: multivariate Wald test
Posted: Wed Jun 12, 2013 9:39 am
by billb
Dear mwkoeter,
The intervals and tests window under Estimation will do this. You simply choose the fixed button at the bottom of the screen and increase # of functions to 3. Then for each column place a 1 next to 1 of the 3 dummies ( a different one for each column) and click calc to get the chi-squared test statistic. This can be looked up using Basic Statistics/ Tail areas.
Hope this helps,
Bill.