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  • Very novice question re calculating Wald test

    I know that the Wald test uses 'test' as command but I have some simple calculations to make on approximate Wald test , note no data frame.
    So how do you solve Wald test on

    : H0 : gamma=1, vs H1: gamma not= 1 where gamma=p1/p2

    Observed

    n1=78, n2 = 51, Sum of xi=207, sum of yj=212

    therefore observed p1= n1/sum xi = 78/212

    observed p2= n2/sum yj = 51/202

    observed gamma = p1/p2 = 78/207 * 202/51

    Covariance matrix 2x2 = I(p2,gamma)^-1 = [ 0.000862 -0.00561]
    .................................................. .................. [ -0.00561 0.056136]

    Thanks for any input and hope I am clear with question.

  • #2
    Russell:
    welcome to this forum.
    I think the best approach is skimming through the Methods and formulas section and related reference in -test- entry, Stata .pdf manual.
    See also:
    https://stats.idre.ucla.edu/stata/fa...test-in-stata/
    https://www.statalist.org/forums/for...1208-wald-test
    Last edited by Carlo Lazzaro; 28 Sep 2020, 01:40.
    Kind regards,
    Carlo
    (Stata 19.0)

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