Wald chi-square test PreviousNext
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 fangfang posted on Wednesday, September 16, 2015 - 12:25 am
Dear Dr. Muthen,

I want to use the Wald chi-square test to test whether there are differences in the coefficients c1 and c2. I wrote a set of codes according the user guide. I want to know which code is the right one?
It would be great if you could provide an appropriate example input code. I would be grateful for your help! Thanks in advance.
The first,

MODEL CONSTRAINT:
New (c);
MODEL TEST:
c=c1-c2;

the second,
MODEL CONSTRAINT:
New (c);
c=c1-c2;
MODEL TEST:
c=0;
 Linda K. Muthen posted on Wednesday, September 16, 2015 - 10:34 am
You use the labels from the MODEL command in MODEL CONSTRAINT and MODEL TEST. Neither is correct.

MODEL:
y ON x;
MODEL male:
y ON x (p1);
MODEL female:
y ON x (p2);

MODEL TEST:
0 = p1 - p2;
 fangfang posted on Wednesday, September 16, 2015 - 6:01 pm
Thank you very much!Dr. Muthen.
I am sorry for not making it clear.
The model I want to run is the regression of two dependent variables (Y1, Y2) on one independent variable (X).

MODEL:
y1 ON x(p1);
y2 ON x(p2);
MODEL TEST:
0=p1-p2;

is that right? thank you again!
 Linda K. Muthen posted on Thursday, September 17, 2015 - 6:10 am
The language is correct but you should do this only if y1 and y2 are measured on the same scale.
 fangfang posted on Thursday, September 17, 2015 - 7:14 am
Thank you for your prompt response! Dr.Muthen.
In the model, y1 and y2 are two different types of one behavior (promotive voice and prohibitive voice). I don't understand what does "the same scale" mean. Do you mean that they are the same behavior measured in different samples?
what should I do if I want to compare the cofficients of the regression of y1,y2 on x in the same sample? could you provide the code, please? Thank you very much!
 Linda K. Muthen posted on Thursday, September 17, 2015 - 9:16 am
Are the minimum and maximum values of the variables the same. If not, they should not be compared. You should look at their standardized coefficients.
 fangfang posted on Thursday, September 17, 2015 - 7:31 pm
Many thanks to you.Dr. Muthen.

It is a test of the difference between coefficients for different dependent variables from a single sample. But, all items of variables are measured by a 7-point Likert-type scale. Given that,is it suitable to use the wald test?

I am grategul for your help!
 Linda K. Muthen posted on Thursday, September 17, 2015 - 8:28 pm
If both dependent variables are measured on the same scale, this is OK.
 fangfang posted on Thursday, September 17, 2015 - 9:16 pm
Thank you very much for your help!Dr. Muthen.
 Hon Chung Choi posted on Tuesday, October 03, 2017 - 10:03 pm
Hi Dr. Muthen,

I'd like to use Wald Chi-square test to assess parameter quality using Bayesian estimator. However, Mplus 8 said it is impossible to do Wald with Bayes.

Are there any alternatives?

Thanks for your time
Tommy
 Hon Chung Choi posted on Tuesday, October 03, 2017 - 10:09 pm
Regarding the above post, here is the output from Mplus,

MODEL TEST is not available with ESTIMATOR=BAYES.
 Bengt O. Muthen posted on Wednesday, October 04, 2017 - 3:17 pm
You can use Model Constraint to define a new parameter that is e.g. the difference between two parameters, so that gives you a test. But you can't test several such differences jointly.

Model Test for Bayes is on our to-do list.
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