On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization
Wald 检验中的 Hauck–Donner 效应：检测、临界点与参数空间刻画
The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This article develops on another but lesser-known shortcoming called the Hauck–Donner effect (HDE) whereby a Wald test statistic is no longer monotone increasing as a function of increasing distance between the parameter estimate and the null value. Resulting in an upward biased p-value and loss of power, the…