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