sqrt_wald_test: Square Root of the Wald Test Statistic for a Single Parameter
In jeksterslabds/jeksterslabRboot: Jekster's Lab Linear Bootstrap Utilities

Description Usage Arguments Details Value Author(s) References See Also Examples

Calculates the square root of the Wald test statistic for a single parameter.

1	sqrt_wald_test(thetahat, sehat, null = 0, dist = "z", df)

`thetahat`	Numeric. Parameter estimate ≤ft( \hat{θ} \right).
`sehat`	Numeric. Estimated standard error of `thetahat` ≤ft( \widehat{\mathrm{se}} ≤ft( \hat{θ} \right) \right).
`null`	Numeric. Hypothesized value of `theta` ≤ft( θ_{0} \right). Set to zero by default.
`dist`	Character string. `dist = "z"` for the standard normal distribution. `dist = "t"` for the t distribution.
`df`	Numeric. Degrees of freedom (df) if `dist = "t"`. Ignored if `dist = "z"`.

The square root of the Wald test statistic for a single parameter is calculated as follows:

√{W} = \frac{ \hat{θ} - θ_0 } { \widehat{\mathrm{se}} ≤ft( \hat{θ} \right) } .

The associated p-value from the z or t distribution is calculated using pnorm() or pt().

Returns a vector with the following elements:

statistic: Square root of Wald test statistic.
p: p-value.

Ivan Jacob Agaloos Pesigan

Wikipedia: Wald test

Other Wald test functions: wald_test()

thetahat <- 0.860
sehat <- 0.409
sqrt_wald_test(
  thetahat = thetahat,
  sehat = sehat
)
sqrt_wald_test(
  thetahat = thetahat,
  sehat = sehat,
  dist = "t",
  df = 1000
)