  We present observations of the X-ray transient XTE J1118+480 during its
Low/Hard X-ray state outburst in 2000, at radio and sub-millimetre wavelengths
with the VLA, Ryle Telescope, MERLIN and JCMT. The high-resolution MERLIN
observations reveal all the radio emission (at 5 GHz) to come from a compact
core with physical dimensions smaller than 65*d(kpc) AU. The combined radio
data reveal a persistent and inverted radio spectrum, with spectral index
\~+0.5. The source is also detected at 350 GHz, on an extrapolation of the
radio spectrum. Flat or inverted radio spectra are now known to be typical of
the Low/Hard X-ray state, and are believed to arise in synchrotron emission
from a partially self-absorbed jet. Comparison of the radio and sub-millimetre
data with reported near-infrared observations suggest that the synchrotron
emission from the jet extends to the near-infrared, or possibly even optical
regimes. In this case the ratio of jet power to total X-ray luminosity is
likely to be P_J/L_X >> 0.01, depending on the radiative efficiency and
relativistic Doppler factor of the jet. Based on these arguments we conclude
that during the period of our observations XTE J1118+480 was producing a
powerful outflow which extracted a large fraction of the total accretion power.
