# wald.test: Makes wald test In timereg: Flexible Regression Models for Survival Data

 wald.test R Documentation

## Makes wald test

### Description

Makes wald test, either by contrast matrix or testing components to 0. Can also specify the regression coefficients and the variance matrix. Also makes confidence intervals of the defined contrasts. Reads coefficientes and variances from timereg and coxph objects.

### Usage

```wald.test(
object = NULL,
coef = NULL,
Sigma = NULL,
vcov = NULL,
contrast,
coef.null = NULL,
null = NULL,
print.coef = TRUE,
alpha = 0.05
)
```

### Arguments

 `object` timereg object `coef` estimates from some model `Sigma` variance of estimates `vcov` same as Sigma but more standard in other functions `contrast` contrast matrix for testing `coef.null` which indeces to test to 0 `null` mean of null, 0 by default `print.coef` print the coefficients of the linear combinations. `alpha` significance level for CI for linear combinations of coefficients.

Thomas Scheike

### Examples

```
data(sTRACE)
# Fits Cox model
out<-cox.aalen(Surv(time,status==9)~prop(age)+prop(sex)+
prop(vf)+prop(chf)+prop(diabetes),data=sTRACE,n.sim=0)

wald.test(out,coef.null=c(1,2,3))
### test age=sex   vf=chf
wald.test(out,contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0)))

### now same with direct specifation of estimates and variance
wald.test(coef=out\$gamma,Sigma=out\$var.gamma,coef.null=c(1,2,3))
wald.test(coef=out\$gamma,Sigma=out\$robvar.gamma,coef.null=c(1,2,3))
### test age=sex   vf=chf
wald.test(coef=out\$gamma,Sigma=out\$var.gamma,
contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0)))

```

timereg documentation built on Nov. 10, 2022, 5:48 p.m.