36 lines
720 B
Text
36 lines
720 B
Text
|
\name{Wald.Test}
|
||
|
\alias{Wald.Test}
|
||
|
\title{Wald test for estimating equations}
|
||
|
\usage{
|
||
|
Wald.Test(param, n, R, r, eqn.covariance, eqn.gradient, alpha = 0.05)
|
||
|
}
|
||
|
\arguments{
|
||
|
\item{param}{Estimated parameters}
|
||
|
|
||
|
\item{n}{Size of estimation sample}
|
||
|
|
||
|
\item{R}{Matrix of linear coefficients of the
|
||
|
constraints}
|
||
|
|
||
|
\item{r}{vector of linear constants of the constraints}
|
||
|
|
||
|
\item{eqn.covariance}{Covariance matrix of the estimating
|
||
|
equations}
|
||
|
|
||
|
\item{eqn.gradient}{Gradient matrix of the estimating
|
||
|
equations}
|
||
|
|
||
|
\item{alpha}{level of confidence}
|
||
|
}
|
||
|
\value{
|
||
|
A list containing the statistic, p-value and reject of the
|
||
|
null hypothesis
|
||
|
}
|
||
|
\description{
|
||
|
Wald test for estimating equations
|
||
|
}
|
||
|
\author{
|
||
|
François Pelletier
|
||
|
}
|
||
|
|