Wald_test

Fitted model for which to calculate Wald tests.

List of one or more constraints to test. See details
below.

constraints

Variance covariance matrix estimated using <code>vcovCR</code> or a 
character string specifying which small-sample adjustment should be used to
calculate the variance-covariance.

vcov

Character vector specifying which small-sample correction(s) to 
calculate. The following corrections are available: <code>"chi-sq"</code>, 
<code>"Naive-F"</code>, <code>"HTA"</code>, <code>"HTB"</code>, <code>"HTZ"</code>, <code>"EDF"</code>, 
<code>"EDT"</code>. Default is <code>"HTZ"</code>.

test

Further arguments passed to <code><a rd-options="" href="/link/vcovCR?package=clubSandwich&version=0.2.2" data-mini-rdoc="clubSandwich::vcovCR">vcovCR</a></code>, which are only 
needed if <code>vcov</code> is a character string.

<code>Wald_test</code> reports Wald-type tests of linear contrasts from a fitted 
linear regression model, using a sandwich estimator for the 
variance-covariance matrix and a small sample correction for the p-value. 
Several different small-sample corrections are available.

Provides several cluster-robust variance estimators
(i.e., sandwich estimators) for ordinary and weighted least squares linear
regression models, including the bias-reduced linearization estimator introduced
by Bell and McCaffrey (2002) <http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf>
and developed further by Pustejovsky and Tipton (2016) <DOI:10.1080/07350015.2016.1247004>.
The package includes functions for estimating the variance-
covariance matrix and for testing single- and multiple-contrast hypotheses
based on Wald test statistics. Tests of single regression coefficients use
Satterthwaite or saddle-point corrections. Tests of multiple-contrast hypotheses
use an approximation to Hotelling's T-squared distribution. Methods are
provided for a variety of fitted models, including lm(), plm() (from package 'plm'),
gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from
'metafor').

James Pustejovsky

clubSandwich

Cluster-Robust (Sandwich) Variance Estimators with Small-Sample
Corrections

Wald_test function

Further arguments passed to <code><a rd-options='' href='vcovCR'>vcovCR</a></code>, which are only 
needed if <code>vcov</code> is a character string.

Wald_test: Test parameter constraints in a fitted linear regression model

Description

Usage

Arguments

Value

Details

See Also