wald: Wald-Test for Model Coefficients

In coxphw: Weighted Estimation in Cox Regression

Wald-Test for Model Coefficients

Description

Obtain Wald chi-squared test statistics and p-values for one or more regression coefficients given their variance-covariance matrix.

Usage

 wald(coeff, cov, index = NULL, h0 = NULL) 

Arguments

coeff	a vector with regression coefficients.
cov	a variance-covariance matrix.
index	an integer specifying which parameters should be jointly tested. Default is to test all parameters given in coeff and cov.
h0	a vector with the same length as coeff stating the null hypothesis for the test. Default is 0 for all coefficients.

Details

The test is based on the assumption that the coefficients asymptotically follow a (multivariate) normal distribution with mean coeff and a variance-covariance matrix cov.

Value

A vector with the following components:

chi2	the Wald-test statistic.
df	degrees of freedom.
p	p-value.

Author(s)

Daniela Dunkler

See Also

coxphw

coxphw documentation built on May 29, 2024, 3:18 a.m.