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CDM (version 4.8-0)

WaldTest: Wald Test for a Linear Hypothesis

Description

Computes a Wald Test for a parameter $\bold{\theta}$ with respect to a linear hypothesis $\bold{R} \bold{\theta} = \bold{c}$.

Usage

WaldTest( delta , vcov , R , nobs , cvec = NULL , eps=1E-10 )

Arguments

delta
Estimated parameter
vcov
Estimated covariance matrix
R
Hypothesis matrix
nobs
Number of observations
cvec
Hypothesis vector
eps
Numerical value is added as ridge parameter of the covariance matrix

Value

  • A vector containing the $\chi^2$ statistic (X2), degrees of freedom (df), p value (p) and RMSEA statistic (RMSEA).