Re: [R] get the wald chi square in binary logistic regression

From: Renaud Lancelot <renaud.lancelot_at_cirad.fr>
Date: Tue 09 Aug 2005 - 03:03:38 EST

severine.erhel@free.fr a écrit :
> hello,
>
> I work since a few time on R and i wanted to know how to obtain the Wald chi
> square value when you make a binary logistic regression. In fact, i have the z
> value and the signification but is there a script to see what is the value of
> Wald chi square. You can see my model below,
> Best regards,
>
> Séverine Erhel
>
If you want a global test for several coeff associated with the same variable (e.g., form or criter2 in your example), you can fit the model without the variable and compare the 2 models with a likelihood ratio test (function anova): it is safer than the Wald test.

If you really want the Wald test, it is available in different packages: see for example the function wald.test in package aod.

Best,

Renaud

>
>
>
>
> [Previously saved workspace restored]
>
>
>

>>m3 = glm(reponse2 ~ form + factor(critere2) ,family=binomial,data=mes.donnees)
>> summary (m3)

>
>
> Call:
> glm(formula = reponse2 ~ form + factor(critere2), family = binomial,
> data = mes.donnees)
>
> Deviance Residuals:
> Min 1Q Median 3Q Max
> -2.5402 0.2064 0.3354 0.4833 1.4177
>
> Coefficients:
> Estimate Std. Error z value Pr(>|z|)
> (Intercept) 0.5482 0.3930 1.395 0.1631
> form Illustration 3.2904 0.6478 5.080 3.78e-07 ***
> form Texte+illustration 2.6375 0.4746 5.557 2.74e-08 ***
> factor(critere2)2 -1.0973 0.5103 -2.150 0.0315 *
> factor(critere2)3 -0.9891 0.5107 -1.937 0.0528 .
> ---
> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
>
> (Dispersion parameter for binomial family taken to be 1)
>
> Null deviance: 227.76 on 218 degrees of freedom
> Residual deviance: 162.11 on 214 degrees of freedom
> AIC: 172.11
>
> Number of Fisher Scoring iterations: 5
>
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-- 
Dr Renaud Lancelot, vétérinaire
Projet FSP régional épidémiologie vétérinaire
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e-mail: renaud.lancelot@cirad.fr
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Received on Tue Aug 09 03:10:02 2005

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