wald

0th

Percentile

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.

Keywords
survival
Usage
wald(coeff, cov, index = NULL, h0 = NULL)
Arguments
coeff

a vector with regression coefficients.

cov

a variance-covariance matrix.

index

an integer specifiying which parameters should be jointly tested. Default is to test all parameters given in coeff and cov.

h0

a vector with the same length as coeff stating the null hypothese for the test. Default is 0 for all coefficients.

Details

The test is based on the assumption that the coefficients asymptotically follow a (multivariate) normal distribution with mean coeff and a variance-covariance matrix cov.

Value

A vector with the follwing components:

chi2

the Wald-test statistic.

df

degress of freedom.

p

p-value.

See Also

coxphw

Aliases
  • wald
Documentation reproduced from package coxphw, version 4.0.1, License: GPL-2

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