Wald statistic: what it means and how to read it
In the report: Wald — The Wald statistic of the coefficient: (B / StdError)². Empty when lambda is above 0.
How to read it
Tests whether B differs from 0. It follows the chi-square distribution with 1 df, so above about 3.84 means p below 0.05. Read Sig. next to it.
In plain words
A clinic used age and weight to guess who would recover, and it wanted to check each one on its own: does age have any real part in the guess, or is its part close to zero? It looked at the Wald number for age, and it came out 6.2. The bigger it is, the farther the part of age is from zero, compared with how unsure that part is. Above about 3.84, the part is hard to put down to chance alone, so with 6.2 age stays in the guess. If the number had been tiny, the clinic could drop age and keep the rest.
How it is computed
Wald = (B / StdError)²Example
The cell with Wald is selected in each report; point at a label to see its note.
- — the sample data (50 rows) the examples use
- — two steps; pass is coded 0 and 1
=STATS_LOGISTIC(Data!A1:T51, "pass", "x1,x2|x", 0, 50, 1e-8)
Where you see it
STATS_LOGISTIC— Binary logistic regression with optional ridge regularization (lambda >= 0).
Related values
- F change — The F test of R Square Change: whether the predictors added at this step explain more than chance. At the first step it equals the F of the model. Empty when the step entered no predictor (df1 = 0).
- z statistic — The test statistic on the normal scale.
- Mann–Whitney U — How often a value of one group comes before a value of the other when all values are sorted (ties count half) — the smaller of the two counts, as SPSS.
- Wilcoxon W — The rank sum of the group whose U is the smaller one — Wilcoxon's rank-sum form of the same test, as SPSS.
- Kruskal–Wallis H — How far the mean ranks of the groups are apart, with the tie correction.
Get it in your sheet
One formula in a cell gives the whole report, Wald statistic included. ALS Stats is a free add-on for Google Sheets™.
Install ALS Stats from Google Workspace Marketplace (opens in a new tab)