Which test statistics would you recommend for regression analysis of NHANES data, WALD F, Satterthwaite adjusted F, or Satterthwaite adjusted chi square?
For regression analyses, SUDAAN produces the WALD F, Satterthwaite adjusted F, and Satterthwaite adjusted chi square statistics with their corresponding p-values. SAS Survey Procedures only produce the Wald F test with their corresponding p-values. The current NHANES Analytic Guidelines do not make a recommendation about which test statistic is the ” best.” Generally speaking, the Satterthwaite adjusted F is the most conservative of the three statistics, which rejects the null hypothesis less often than do the other two statistics. However, we encourage analysts to examine all three statistics and the corresponding p-values for consistency. We also encourage analysts to compare the nominal degrees of freedom (i.e. the number of PSUs minus the number of strata containing observations) to the adjusted Satterthwaite degrees of freedom. Nominal degrees of freedom that are much larger than the adjusted Satterthwaite degrees of freedom may indicate model instability.
