WaldTest: Wald Test for a Linear Hypothesis

View source: R/WaldTest.R

WaldTestR Documentation

Wald Test for a Linear Hypothesis

Description

Computes a Wald Test for a parameter \bold{θ} with respect to a linear hypothesis \bold{R} \bold{θ}=\bold{c}.

Usage

WaldTest( delta, vcov, R, nobs, cvec=NULL, eps=1E-10 )

Arguments

delta

Estimated parameter

vcov

Estimated covariance matrix

R

Hypothesis matrix

nobs

Number of observations

cvec

Hypothesis vector

eps

Numerical value is added as ridge parameter of the covariance matrix

Value

A vector containing the χ^2 statistic (X2), degrees of freedom (df), p value (p) and RMSEA statistic (RMSEA).


CDM documentation built on Aug. 25, 2022, 5:08 p.m.