/*  This SAS IML program calculates the Wald statistic for testing the overall significance of age (x1) and
    income (x2) in the multinomial model analyzed in mlogit1.sas  */

proc iml;

V = {0.0741296  -0.000524    0.037657  -0.000254,   
    -0.000524    0.0739145   0.0001199  0.037801,   
     0.037657    0.0001199   0.0740023 -0.000485,   
    -0.000254    0.037801   -0.000485   0.074411};                  
                                                 
theta = {0.9944,0.1350,0.1768,0.3992};

invv = inv(V);

Wald = theta`*invv*theta;  * Wald test;
critval = cinv(.95,4);     * calculates the 95th percentile of chi-square 4;
pval = 1 - probchi(wald,4); * calculates the probability value of Wald;
print "Results of Wald Test of Overall Significance" Wald critval pval;

run;