In Logistic Regression, Wald Chi-Square is used to assess whether a variable is statistically significant or not.
|Logistic Regression : Wald Chi-Square|
Wald Chi-Square = Square of (Coefficient Estimate / Standard Error)Important Note :
- In SAS, PROC LOGISTIC returns Wald Chi-Square value by default.
- In R, glm package for logistic regression returns z-statistics. We need to take square of z-statistics to calculate wald chi-square.