Which of the following statements about the Wald statistic is false?
A)The Wald statistic assesses the individual contribution of a predictor to a logistic regression model.
B)The Wald statistic tends to be biased when the regression coefficient is large.
C)The Wald statistic is analogous to the t-statistic in linear regression.
D)The Wald statistic has a t-distribution.

Question

Quizplus · Accepted Answer

The Wald statistic does not have a t-distribution; it follows a chi-squared distribution when testing hypotheses about model parameters.

Which of the Following Statements About the Wald Statistic Is