Interpretation mixed output

[Teresa Matijasevic]

Good morning everyone! i'm new at this, but i really need your help. I'm working on a multilevel model in stata (mixed command), and i'm not sure how to interpretate the output, specially the heading. What does the Wald Chi2 value tell me?
Thanks a lot!

[Clyde Schechter]

It is a test of the joint hypothesis that all of the fixed effects coefficients are zero. It contrasts your fixed effects model with a constant-only model. It's a bit like the overall F-test of an ordinary -regress- model.

[Teresa Matijasevic]

Thanks! now i understand it better. It doesn't matter if the number of the Wald Chi2 is very high, as long as it's significant? (p<0.05)
Thanks you very much again.

[Clyde Schechter]

It doesn't matter if the number of the Wald Chi2 is very high, as long as it's significant? (p<0.05)

Well, the two go together (inversely, that is.) A high chi2 will be seen in association with a low p-value and vice versa.

I will spare you my long rant about the limited value of p-values, but just point out in this context that this particular test is a test of the joint null hypothesis that all of the regression coefficients are zero. The circumstances in which such a null hypothesis is anything but a straw man, or even an interesting straw man, are rather limited. You will almost certainly be better served investing your time understanding your regression coefficients and their confidence intervals than pondering the results of the overall Wald chi2 test.

[Teresa Matijasevic]

Thank you so much Mr, Schechter, you really help me.