


Linear hypotheses for
are expressed in matrix form as
![\[ H_0\colon \bL \bbeta = \mb{c} \]](images/statug_logistic0488.png)
where
is a matrix of coefficients for the linear hypotheses, and
is a vector of constants. The vector of regression coefficients
includes slope parameters as well as intercept parameters. The Wald chi-square statistic for testing
is computed as
![\[ \chi ^2_{W} = (\bL {\widehat{\bbeta }} - \mb{c})’ [{\bL \widehat{\bV }({\widehat{\bbeta }})\bL ’}]^{-1} (\bL {\widehat{\bbeta }} - \mb{c}) \]](images/statug_logistic0489.png)
where
is the estimated covariance matrix. Under
,
has an asymptotic chi-square distribution with r degrees of freedom, where r is the rank of
.