Wald test
E766782
The Wald test is a statistical hypothesis test used to assess the significance of individual coefficients or parameters in a model, particularly in regression and maximum likelihood estimation.
All labels observed (2)
| Label | Occurrences |
|---|---|
| Wald statistic | 1 |
| Wald test canonical | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T8926552 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Wald test Context triple: [Abraham Wald, notableConcept, Wald test]
-
A.
Kruskal–Wallis test
The Kruskal–Wallis test is a nonparametric statistical method used to determine whether there are statistically significant differences between the medians of three or more independent groups.
-
B.
F-test
The F-test is a statistical hypothesis test used to compare variances and assess the overall significance of models, especially in analysis of variance (ANOVA) and regression.
-
C.
Sargan test
The Sargan test is a statistical test used in econometrics to assess the validity of instrumental variables by checking overidentifying restrictions in regression models.
-
D.
Fisher's exact test
Fisher's exact test is a statistical significance test used to determine whether there are nonrandom associations between two categorical variables in a contingency table, especially with small sample sizes.
-
E.
Mauchly
Mauchly is the surname of John W. Mauchly, the American physicist and co-inventor of the ENIAC, one of the earliest general-purpose electronic digital computers.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Wald test Target entity description: The Wald test is a statistical hypothesis test used to assess the significance of individual coefficients or parameters in a model, particularly in regression and maximum likelihood estimation.
-
A.
Kruskal–Wallis test
The Kruskal–Wallis test is a nonparametric statistical method used to determine whether there are statistically significant differences between the medians of three or more independent groups.
-
B.
F-test
The F-test is a statistical hypothesis test used to compare variances and assess the overall significance of models, especially in analysis of variance (ANOVA) and regression.
-
C.
Sargan test
The Sargan test is a statistical test used in econometrics to assess the validity of instrumental variables by checking overidentifying restrictions in regression models.
-
D.
Fisher's exact test
Fisher's exact test is a statistical significance test used to determine whether there are nonrandom associations between two categorical variables in a contingency table, especially with small sample sizes.
-
E.
Mauchly
Mauchly is the surname of John W. Mauchly, the American physicist and co-inventor of the ENIAC, one of the earliest general-purpose electronic digital computers.
- F. None of above. chosen
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf | statistical hypothesis test ⓘ |
| alternativeName | Wald chi-square test ⓘ |
| appliesTo |
generalized linear models
ⓘ
linear regression models ⓘ mixed-effects models ⓘ time series models ⓘ |
| assumes |
large sample size
ⓘ
regularity conditions for maximum likelihood estimators ⓘ |
| basedOn |
asymptotic normality of estimators
ⓘ
maximum likelihood estimation theory ⓘ |
| canTest |
multiple parameter joint hypotheses
ⓘ
single parameter hypotheses ⓘ |
| category |
asymptotic test
ⓘ
parametric test ⓘ |
| comparedWith |
likelihood ratio test
ⓘ
score test ⓘ |
| field |
biostatistics
ⓘ
econometrics ⓘ statistics ⓘ |
| hasTestStatistic |
(estimate − hypothesized value) divided by standard error
ⓘ
asymptotically chi-squared distributed ⓘ asymptotically standard normal for single-parameter tests ⓘ quadratic form in parameter estimates ⓘ |
| introducedBy | Abraham Wald NERFINISHED ⓘ |
| limitation |
can be unreliable near parameter boundaries
ⓘ
can perform poorly in small samples ⓘ sensitive to parameterization ⓘ |
| namedAfter | Abraham Wald NERFINISHED ⓘ |
| nullHypothesisForm |
parameter equals specified value
ⓘ
vector of parameters equals specified vector ⓘ |
| output |
confidence interval via inversion
ⓘ
p-value ⓘ test statistic ⓘ |
| relatedConcept |
chi-squared test
ⓘ
confidence intervals for parameters ⓘ t-test ⓘ z-test ⓘ |
| requires |
estimate of parameter covariance matrix
ⓘ
standard error of parameter estimate ⓘ |
| timePeriod | 20th century ⓘ |
| usedFor |
testing parameters in maximum likelihood estimation
ⓘ
testing regression coefficients ⓘ testing significance of individual parameters ⓘ |
| usedIn |
econometrics
ⓘ
generalized linear models ⓘ logistic regression ⓘ regression analysis ⓘ survival analysis ⓘ |
How these facts were elicited
The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.
Instruction
You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10. # Requirements - If you don't know the subject at all, return an empty list. - If the subject is not a named entity, return an empty list. - Include at least one triple where predicate is "instanceOf". - Do not get too wordy. - Separate several objects into multiple triples with one object.
Input
Subject: Wald test Description of subject: The Wald test is a statistical hypothesis test used to assess the significance of individual coefficients or parameters in a model, particularly in regression and maximum likelihood estimation.
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
subject surface form:
Abraham Wald
subject surface form:
Abraham Wald
this entity surface form:
Wald statistic