Welcome to the Genome Toolbox! I am glad you navigated to the blog and hope you find the contents useful and insightful for your genomic needs. If you find any of the entries particularly helpful, be sure to click the +1 button on the bottom of the post and share with your colleagues. Your input is encouraged, so if you have comments or are aware of more efficient tools not included in a post, I would love to hear from you. Enjoy your time browsing through the Toolbox.

Monday, June 2, 2014

Wald Test Statistic

Wald tests are simple statistical tests for determining if an estimated parameter value is significantly different from zero.  The test can take two forms.  The first is where the estimate (minus zero) is divided by its standard error.  The resulting statistic is a z-score that follows a standard normal distribution from which a p-value can be calculated.  The second form is where the difference in the parameter estimate and zero is squared and divided by the variance of the parameter.  This produces a statistic that follows a chi-squared distribution with one degree of freedom.  The two forms of the Wald test statistic are below.


Programs like R, Microsoft Excel, or even online widgets can be used to calculate p-values from a z-score or chi-squared statistic.  Here's how to do it.


MS Excel:

No comments:

Post a Comment