Wald-Test for Model Coefficients
Obtain Wald chi-squared test statistics and p-values for one or more regression coefficients given their variance-covariance matrix.
wald(coeff, cov, index = NULL, h0 = NULL)
a vector with regression coefficients.
a variance-covariance matrix.
an integer specifiying which parameters should be jointly tested. Default is to test all parameters given in
a vector with the same length as
coeffstating the null hypothese for the test. Default is 0 for all coefficients.
The test is based on the assumption that the coefficients asymptotically follow
a (multivariate) normal distribution with mean
coeff and a variance-covariance
A vector with the follwing components:
the Wald-test statistic.
degress of freedom.