Wald Test - introduction

[@scitails]

This really helped me understand the intuition better than anything else I could find online. Thanks a ton.

[@willholmes90]

Love your videos! Very clear explanation. I'm always happy when I'm looking for an explanation on a topic and I see you've posted a relevant video.

[@HesterPrynne998]

This was a much more succinct explanation than what was offered in my text book; it helped elucidate the intuition behind the test. Thank you!

[@ferdaozdemir]

I was trying to understand the Wald's test for two days. This is the best description ever :) thank you :)

[@tymothylim6550]

Thank you very much Mr. Lambert for this video! It was a fantastic mathematical and visual explanation of the Wald test!

[@alperyldrm7098]

Thanks Dr. Lambert

[@zbuddha]

Wonderful and clear, and very easy to follow. Ben, is the Wald test a generalized version of the F test?

[@mardzj]

he wrote in another comment that the difference is that an F test is a general statistical test which is used in a variety of circumstances. A Wald test is a particular example of an F test

[@xinking2644]

wow, pretty good job, soving my question with a simple example, thank you!

[@nightkin-h6b]

Thank you for your explanation, but I have a question about the degrees of freedom. Isn't Q the number of hypothesis not parameter?

[@TheNethal]

Thank you, Sir!

[@TiagoPereira-hm1nq]

Great videos! Great didactic!

[@lastua8562]

Correction: For better understanding add subscript ML to the theta hats.

[@lastua8562]

(in the ML case)

[@LoveCouture96]

Hi, so if I want to report it I would just use W instead of F but the rest is the same as reporting the F-statistic of an ANOVA?

[@Kasper0901]

Excellent video, however i think you might have forgotten to multiply with the sample size. I believe its done to sorta backup the alternative hypeothesis even if the variance is very high, the null might still get rejected on the basis of a very large sample size.

[@FluffleOW]

its in matrix form so you dont need it

[@gabrielwong1991]

is the var(theta-hat) is the Information matrix or identity I(theta)?

[@SpartacanUsuals]

It is the information matrix. Best, Ben

[@borispolanco4853]

is necesary that the estimator be the maximum likelikehood estimators? what happen if i use the non linear least square estimators?

[@lastua8562]

If I am not mistaken MLE is in fact a NLLSE.

[@emmanuelmurrayleclair2472]

Hi, the formula you have for W is wrong. It should be multiplied by n, otherwise, you cannot apply CLT when the null hypothesis is true.

[@lastua8562]

Are you sure? Maybe the difference is that he uses matrices?

[@MREpiC9999]

Isn't likelihood written as L(theta; y) ? The other way around .

[@turtlebirthday]

That would be the posterior

[@chrislam1341]

what is the difference between F test and Wald test?_?

[@SpartacanUsuals]

Hi, an F test is a general statistical test which is used in a variety of circumstances. A Wald test is a particular example of an F test. Best, Ben

[@chrislam1341]

Ben Lambert so does they function the same, for example, if I would like to test if beta1=beta2=beta3, in f test, I should conduct a restricted and unrestricted model and use their Rsquare to do so, can wald test also do the same?

[@lastua8562]

@@chrislam1341 Did you find the answer?

[@lidaquan3351]

god bless you

[@rajeshkhanna5161]

TOO TECHNICAL. USELESS.