A reminder of the fallibility of the wald statistic

American Statistician

Volumn 50, Issue 3, 1996, Pages 226-227

  Fears, Thomas R ^a   Benichou, Jacques ^a   Gail, Mitchell H ^a  

^a NATIONAL CANCER INSTITUTE   (United States)

Author keywords

Evidence; Interval hypothesis; Measure of support; One sided hypothesis; Point null hypothesis; Significance probability

Indexed keywords

EID: 84865285555     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1996.10474384     Document Type: Article

References (10)

1. Chernoff, H. (1954), “On the Distribution of the Likelihood Ratio,” The Annals of Mathematical Statistics, 25, 573-578.
2. Cox, D. R., and Hinkley, D. V. (1974), Theoretical Statistics, New York: John Wiley.
3. Efron, B., and Tibshirani, R. J. (1993), An Introduction to the Bootstrap, New York: Chapman and Hall.
4. Hauck, W. W., Jr., and Donner, A. (1977), “Wald’s Test as Applied to Hypotheses in Logit Analysis,” Journal of the American Statistical Association, 72, 851-853.
5. Herbach, L. H. (1959), “Properties of Model II-Type Analysis of Variance Tests, A: Optimum Nature of the F-Test for Model II in the Balanced Case,” The Annals of Mathematical Statistics, 30, 939-959.
6. Rao, C. R. (1965), Linear Statistical Inference and Its Applications (2nd ed.), New York: John Wiley.
7. SAS Institute Inc. (1989), SAS/STAT® User's Guide, Version 6 (4th ed.), Cary, NC: SAS Institute Inc.
8. SAS Institute Inc. (1992), SAS Technical Report P-229, Cary, NC: SAS Institute Inc.
9. Storer, B. E., Wacholder, S., and Breslow, N. E. (1983), “Maximum Likelihood Fitting of General Risk Models to Stratified Data,” Journal of the Royal Statistical Society, Series C, 32, 172-181.
10. Vaeth, M. (1985), “On the Use of Wald’s Test in Exponential Families,” International Statistical Review, 53, 199-214.