Term: Wald Test

Glossary Definition

Last Updated: 2006-10-20

Definition:

The Wald statistic represents the square of the ratio between the regression coefficient and its standard error. This statistic follows a chi-square distribution with one degree of freedom, which is equal to the standard normal distribution squared.

References 

• Lix L, Yogendran M, Burchill C, Metge C, McKeen N, Moore D, Bond R. Defining and Validating Chronic Diseases: An Administrative Data Approach. Winnipeg, MB: Manitoba Centre for Health Policy, 2006. [Report] [Summary] (View)