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## Function to perform a Wald Test on data
## Args: full - a uRegress object
## contrasts - the matrix containing which objects from full to test
## hypothesis - the null hypothesis
## version - which version the function is
## Returns: a wald test on the given coefficients
## Version: 2014 04 27
uWaldtest <-
function (full, contrasts=c(0,rep(1,p-1)), hypothesis=matrix(0,r,1), version=F) {
vrsn <- "20150427"
if (version) return(vrsn)
if (!inherits(full,"uRegress")) stop("not a uRegress object")
coefficients <- full$coefficients[,1]
p <- length(coefficients)
if (!is.matrix(contrasts)) contrasts <- matrix(contrasts,1)
if (dim(contrasts)[2] != p) stop ("contrasts, coefficient vector must be conformable")
r <- dim(contrasts)[1]
if (length(hypothesis) != r) stop ("contrasts, hypothesis must be conformable")
covmtx <- full$robustCov
if (is.null(covmtx)) covmtx <- full$naiveCov
covmtx <- contrasts %*% covmtx %*% t(contrasts)
Fstat <- t(contrasts %*% coefficients - hypothesis) %*% solve(covmtx) %*% (contrasts %*% coefficients - hypothesis) / r
if (full$useFdstn) {
df.den <- full$waldStat[4]
pval <- 1-pf(Fstat,r,df.den)
rslt <- c(Fstat, pval,r,df.den)
names(rslt) <- c("F stat","p value","num df","den df")
} else {
pval <- 1-pchisq(Fstat,r,)
rslt <- c(Fstat, pval,r)
names(rslt) <- c("Chi2 stat","p value","df")
}
rslt
}
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