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

1
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).

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