I'm trying to test the linear restriction b1-b2=0 in my MNL-Modell to find if the coefficients b1 and b2 are equal or not.

My Wald-statistic has a value of 30.46 and my text-book tells me that with Wald-values exceeding the critical chi-squared value (here 3.84) I can assume that the coefficients are equal.

This confuses me because with the T-test values exceeding the critical t-value result in rejecting the Ho (which is b1-b2=0) and I have to assume that b1 and b2 are different.

Can anybody pitch me his ideas and thoughts on this?

alex