Comparing social groups: Wald statistics for testing equality among multiple logit models

Social scientists often study the differential effects of explanatory variables among multiple social groups such as race, ethnic group, and nation.This paper examines the Wald test for testing equality of logit coefficients from models of multiple social groups. I propose a Wald statistic that can perform some joint tests of group comparisons that the usual likelihood ratio test cannot. Two examples apply the Wald statistic for testing various hypotheses, and show that the Wald test is flexible and straightforward for making comparisons across social groups, and that the proposed Wald test may find wide applications in the social sciences.