wald.test: Wald test for generalized linear models

In mdscore: Improved Score Tests for Generalized Linear Models

Description

Computes the Wald score test for the coefficients of a generalized linear model.

Usage

wald.test(model = model, terms)

Arguments

model	an object that stores the results of glm fit of the model under the null hypothesis.
terms	number of coefficients to be tested under null hypothesis

Details

The object model is obtained using the usual options passed to the glm function.

Value

The function wald.test() returns the following list of values:

W	the value of the Wald statistic.
pvalue	the p value of test under null hypothesis chi-square distribution.

Author(s)

Damiao N. da Silva [e-mail]

Antonio Hermes M. da Silva-Junior [e-mail]

References

McCullagh P, Nelder J (1989). Generalized Linear Models. Chapman & Hall/CRC, London.

See Also

lr.test

mdscore

Examples

data(strength)
fitf <- glm(y ~ cut * lot, data = strength,family = inverse.gaussian("inverse"))
wald.test(fitf,term=9)

Example output

Loading required package: MASS
$W
[1] 5.63406

$pvalue
[1] 0.01761479

attr(,"class")
[1] "wald.test"

mdscore documentation built on May 2, 2019, 1:26 p.m.