## File Name: mcmc_WaldTest.R
## File Version: 0.25
#** Wald Test for a set of hypotheses
mcmc_WaldTest <- function( mcmcobj, hypotheses )
{
mcmcobj <- mcmc_extract_samples_first_chain(mcmcobj=mcmcobj)
NH <- length(hypotheses)
n1 <- ncol(mcmcobj)
mcmcobj <- mcmc_derivedPars( mcmcobj=mcmcobj, derivedPars=hypotheses)
n2 <- ncol(mcmcobj)
mcmcobj <- mcmcobj[, seq(n1+1,n2) ]
v1 <- mcmc_vcov(mcmcobj)
s1 <- mcmc_summary(mcmcobj)
c1 <- s1$MAP
# compute test statistic
v1a <- sirt_import_MASS_ginv(X=v1)
v1_svd <- svd(v1)
eps <- 1E-10
NH <- sum( v1_svd$d > eps )
W <- t(c1) %*% v1a %*% c1
stat <- c( "chi2"=W, "df"=NH)
stat["p"] <- 1 - stats::pchisq( W, df=stat["df"])
res <- list( hypotheses_summary=s1, chisq_stat=stat)
class(res) <- "mcmc_WaldTest"
return(res)
}
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