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
vcov
Estimated covariance matrix
nobs
Number of observations
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
).