wald_test: Wald test. Tests restrictions*coefficients = value.
In FedericoGarza/lineartestr: Linear Specification Testing

Description Usage Arguments Value Examples

Wald test. Tests restrictions*coefficients = value.

wald_test(
  model,
  restrictions,
  value,
  robust = FALSE,
  vcov = NULL,
  quantiles = c(0.9, 0.95, 0.99)
)

`model`	Model compatible with 'fitted' and 'residuals' functions.
`restrictions`	Matrix of size (number of restrictions) times length(coefficients), for free restrictions use zeros.
`value`	Values of restrictions.
`robust`	Use robust 'varcov' matrix.
`vcov`	Particular variance and covariances matrix.
`quantiles`	Vector of quantiles to calculate pvalues.

A 'tibbble' with the Wald value, the corresponding pvalue and the quantiles of the distribution.

x <- 1:10
z <- x**2
y <- 1:10
model <- lm(y~x+z)
restrictions <- diag(3)
value <-  as.matrix(c(0, 0, 0))
w_test <- wald_test(model, restrictions, value)
w_test <- wald_test(model, restrictions, value, robust = TRUE)
w_test <- wald_test(model, restrictions, value, quantiles = c(.97))