ajout d'intervalle de confiance, test wald
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35
man/Wald.Test.Rd
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35
man/Wald.Test.Rd
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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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24
man/confidence.interval.QEE.Rd
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man/confidence.interval.QEE.Rd
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\name{confidence.interval.QEE}
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\alias{confidence.interval.QEE}
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\title{Confidence interval for QEE estimates}
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\usage{
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confidence.interval.QEE(param, covariance, n, alpha = 0.05)
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}
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\arguments{
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\item{param}{Vector of parameters of the distribution
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function}
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\item{covariance}{Covariance matrix}
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\item{alpha}{confidence level}
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}
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\value{
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3 line matrix with lower bound, estimate and upper bound
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}
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\description{
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Uses covariance.GEE
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}
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\author{
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François Pelletier
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}
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24
man/covariance.QEE.Rd
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man/covariance.QEE.Rd
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\name{covariance.QEE}
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\alias{covariance.QEE}
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\title{Covariance matrix using the component matrix M and V from QEE}
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\usage{
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covariance.QEE(M, V, n)
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}
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\arguments{
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\item{M}{Gradient matrix}
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\item{V}{Covariance matrix of equations}
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\item{n}{Sample size}
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}
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\value{
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Weighted covariance matrix
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}
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\description{
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Covariance matrix using the component matrix M and V from
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QEE
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}
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\author{
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François Pelletier
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}
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