Practical Application of the Sup-Wald Test in Regression Models Using R
Authors:-Research Scholar Siddamsetty Upendra, Dr. R. Abbaiah, Dr. P. Balasiddamuni, Dr. K. Murali
Abstract- The Sup-Wald test is an important tool in regression analysis, especially for evaluating the joint significance of coefficients in a model. This paper presents a practical and descriptive study of the Sup-Wald test, focusing on its application to the simple linear regression model. We define hypotheses, elucidate the calculation of the Wald statistic, examine its distribution, determine critical values, and interpret results. Emphasis is placed on Ordinary Least Squares (OLS) estimation and variance precision. A practical illustration is presented through an R program, offering researchers hands-on guidance for implementing the Sup-Wald test in real-world scenarios. This paper provides practitioners with a clear understanding and practical skills for utilizing the Sup-Wald test in regression analysis.
