Description Usage Arguments Details Value Examples
Computes a univariate or multivariate Wald test
1 | getWaldTest(fit, parmNames, method=NULL)
|
fit |
Return object from |
parmNames |
Vector of parameters to test. This vector can be a character vector of parameter names or a numeric vector of positions. No default. |
method |
Vector of values from "UML", "CML", "EB" or "CCL", "HCL", "CLR". The default is NULL. |
If fit
is a list, then "parms" should be the vector of coefficients, and
"cov" should be the covariance matrix. If parmNames
is a character vector,
then "parms" should be a named vector and the names must match the rownames and
colnames of "cov". A chi-squared test is computed.
List containing the value of the test statistic (test
), degrees of freedom (df
),
and p-value (pvalue
).
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | set.seed(123)
n <- 100
y <- rbinom(n, 1, 0.5)
x <- runif(n*5)
dim(x) <- c(n, 5)
x <- data.frame(x)
colnames(x) <- c("x", "x2", "x3", "z", "z2")
fit <- glm(y ~ ., data=x, family=binomial())
# Chi-squared test
getWaldTest(fit, c("x", "z"))
beta <- c(-2.5, 2.5)
cov <- diag(1:2)
getWaldTest(list(parms=beta, cov=cov), 1:2)
|
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