Wald_test: Test parameter constraints in a fitted linear regression...

Description Usage Arguments Details Value See Also

View source: R/Wald_test.R

Description

Wald_test reports Wald-type tests of linear contrasts from a fitted linear regression model, using a sandwich estimator for the variance-covariance matrix and a small sample correction for the p-value. Several different small-sample corrections are available.

Usage

1
Wald_test(obj, constraints, vcov, test = "HTZ", ...)

Arguments

obj

Fitted model for which to calculate Wald tests.

constraints

List of one or more constraints to test. See details below.

vcov

Variance covariance matrix estimated using vcovCR or a character string specifying which small-sample adjustment should be used to calculate the variance-covariance.

test

Character vector specifying which small-sample correction(s) to calculate. The following corrections are available: "chi-sq", "Naive-F", "HTA", "HTB", "HTZ", "EDF", "EDT". Default is "HTZ".

...

Further arguments passed to vcovCR, which are only needed if vcov is a character string.

Details

Constraints can be specified as character vectors, integer vectors, logical vectors, or matrices.

Value

A list of test results.

See Also

vcovCR


clubSandwich documentation built on April 4, 2018, 5:04 p.m.