ajout d'intervalle de confiance, test wald

This commit is contained in:
François Pelletier 2014-02-26 20:03:47 -05:00
parent d8bbce7d4f
commit 348cadd3f3
6 changed files with 152 additions and 0 deletions

35
man/Wald.Test.Rd Normal file
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\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
}

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\name{confidence.interval.QEE}
\alias{confidence.interval.QEE}
\title{Confidence interval for QEE estimates}
\usage{
confidence.interval.QEE(param, covariance, n, alpha = 0.05)
}
\arguments{
\item{param}{Vector of parameters of the distribution
function}
\item{covariance}{Covariance matrix}
\item{alpha}{confidence level}
}
\value{
3 line matrix with lower bound, estimate and upper bound
}
\description{
Uses covariance.GEE
}
\author{
François Pelletier
}

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man/covariance.QEE.Rd Normal file
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\name{covariance.QEE}
\alias{covariance.QEE}
\title{Covariance matrix using the component matrix M and V from QEE}
\usage{
covariance.QEE(M, V, n)
}
\arguments{
\item{M}{Gradient matrix}
\item{V}{Covariance matrix of equations}
\item{n}{Sample size}
}
\value{
Weighted covariance matrix
}
\description{
Covariance matrix using the component matrix M and V from
QEE
}
\author{
François Pelletier
}