Results 1 to 2 of 2

Math Help - Formulate Wald statistics

  1. #1
    Newbie
    Joined
    Oct 2012
    From
    canada
    Posts
    14

    Formulate Wald statistics

    I guess I just don't understand the wald concept ...at all

    y=x1b1+x2b2+u
    where u~N(0,sigma^2I), y and u are n*1,x1 is n*k1 and x2 is n*k2.b1 is k1*1 and b2 is k2*1.(x1 and x2 are non-stochastic)

    Test H0:b2 = 0, 2 ways

    A)estimate the unrestricted model, and formulate a Wald test statistic based on the linear restrictions RB=r.

    B)Estimate:

    y=X1b1+u1

    and then use the residuals from the regresssion, namely u1*, as the regressor and regress U1* against x2. i.e. u1*=x2z2+v. Test the H0:z2=0

    question:
    i) Formulate the Wald statistic from A
    ii)formulate the wald statstic from b and make a comparison of i)

    I really don't know what to do here....

    HELP!!!!ANYBODY!!
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Junior Member estatistics's Avatar
    Joined
    Dec 2012
    From
    worldwide
    Posts
    29

    Re: Formulate Wald statistics

    A Statistician / psychologist can help you with your statistics in spss, amos, statistica, Econometrics, minitab, stata, r, gpower (in psychometrics, psychology, sociology, marketing, statistics, or psychometrics) as well with the whole project (master, bachelor, dissertation). Regression, factorial analysis, correlation, time series, path analysis, anova, ancova, glm, non parametric (e.g. bootstrap), reliability, standardization, validity, mediation and moderation analyses can be done. Normality check as well plagiarism check is offered. We can also evaluate questionnaires. Private lessons are offered also using skype. estatistics. email: info@estatistics.eu.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. HELP!Formulate WALD statistics
    Posted in the Advanced Applied Math Forum
    Replies: 0
    Last Post: November 7th 2012, 12:55 PM
  2. HELP! fomulate wald statistics
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: November 7th 2012, 12:54 PM
  3. Inverse Gaussian (Wald) distribuiton
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: May 13th 2012, 11:36 PM
  4. How to calculate the mean of Wald distribution
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: March 29th 2010, 02:32 AM
  5. Random Walks- Wald's Lemma
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: May 6th 2009, 09:32 AM

Search Tags


/mathhelpforum @mathhelpforum