Description Usage Arguments Details Value Author(s) Examples
View source: R/auxiliar_functions.r
lincon
tests a set of linear constraints by means of the Wald statistic.
1 | lincon(mod, R, b, cov_type = 'hessian')
|
mod |
A fitted rasch model. |
R |
A numeric matrix containging up to q rows (one per constraint) and as many columns as parameters the model has. |
b |
A vector of length q. |
cov_type |
A character indicating which covariance matrix estimation is to be used. Possible choices are 'hessian', 'opg' and 'sandwich'. |
Linear constraints are specified in the form:
R * θ = b
Where R is a matrix of dimensions q*p. The vector b might be specified either as a numeric object or as a one column matrix. The p-value is approximated by an F distribution with q and n - p degres of freedom.
A data.frame containing the value of the statistic, degrees of freedom and p-value.
Fernando Massa, fmassa@iesta.edu.uy
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