Wald test calculations PreviousNext
Mplus Discussion > Structural Equation Modeling >
 Jeremy Miles posted on Monday, March 09, 2009 - 10:20 pm

I was trying to find some details on how the Wald test was calculated when the model test: option is used. I couldn't find any details on the website - are there some anywhere, or can you recommend a reference?


 Linda K. Muthen posted on Tuesday, March 10, 2009 - 8:58 am
See the following link for information about the Wald test:

 Sofie Henschel posted on Wednesday, February 22, 2012 - 12:27 am
I was running a Wald test and now I wonder if it is possible to compute an effect size for a significant wald test?! I read something about Cohens's q (Cohen, 1988). Would that be appropriate or is there any other option you would suggest?
 Linda K. Muthen posted on Wednesday, February 22, 2012 - 12:53 pm
This question is probably more appropriate for a general discussion forum like SEMNET.
 Sofie Henschel posted on Thursday, March 08, 2012 - 6:03 am
Thanks Linda for your reply. I have got two further questions.

1) The Semnet forum suggested W = ?(chi-squ/N) by rosenthal & rostow. My problem now is that my model uses the complex option and I don't know how MPlus calculates the "clustered" N. I thought N must be between my observed N and n-cluster. Is that correct? How is the N calculated in a complex model?

2) I also calculated the effect size using Cohens q because it is independet of N. I got two medium sized effects (.44, .42) in the same sample. One effect size is significant and the other is not. How is that possible?
Thanks Sofie
 Linda K. Muthen posted on Thursday, March 08, 2012 - 12:43 pm
1. How does Rosenthal and Rostow suggest doing this?

2. Significance is based on the ratio of the parameter estimate to its standard error. One effect must have a larger standard error than the other.
 Sofie Henschel posted on Friday, March 09, 2012 - 2:02 am
1. They suggest omega = (Wald-chi-squ/N)^0.5. But they don't refer to a clustered sample. When I use the complex option in Mplus SE's and N will be corrected but I don't know how. And I guess I have to use the corrected N to calculate the effect size suggested by Rosenthal and Rostow.

2. The standard errors are approximately equal in my model.
 Linda K. Muthen posted on Friday, March 09, 2012 - 12:18 pm
1. It sounds like they did not develop for clustered data. I would not know how to generalize this to clustered data.

2. Significance is determined by the ratio of the parameter estimate to its standard error.
 Sofie Henschel posted on Friday, March 09, 2012 - 12:39 pm
Thanks again for your response. Can you provide or suggest any information or literature that describes how N is adjusted in a complex model?
 Linda K. Muthen posted on Friday, March 09, 2012 - 4:11 pm
I don't know. You may want to ask on a general discussion forum like SEMNET.
 Alexander Kapeller posted on Sunday, March 25, 2012 - 3:57 am

I have a problem considering wald test in mplus. i want to test if moderator effects at two different values of a moderator are different from each other.

given the following code:

model constraint:

model test:

I can change the constant numbers (above 1 and 1.01) in the the equation, the wald test constantly gives

Wald Test of Parameter Constraints
Value 24.473
Degrees of Freedom 1
Value 0.0000

the b1 and b2 parameters are values from the model command (regression parameters).
is there a wrong specification ?

 Linda K. Muthen posted on Sunday, March 25, 2012 - 11:39 am
I think diff is a new variable so your MODEL CONSTRAINT is wrong. I'm not sure what is happening. I would need to see the files and your license number at support@statmodel.com to figure it out.


model constraint:
NEW (diff);

The z-test of diff tell you if diff is significant.

In a Wald test, if the p-value is less than .05 diff is different from 0.
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