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lavaSearch2 (version 1.5.6)

dfSigmaRobust: Degree of Freedom for the Robust Chi-Square Test

Description

Computation of the degrees of freedom of the chi-squared distribution relative to the robust-based variance

Usage

dfSigmaRobust(contrast, vcov, rvcov, score)

Arguments

contrast

[numeric vector] the linear combination of parameters to test

vcov

[numeric matrix] the variance-covariance matrix of the parameters.

rvcov

[numeric matrix] the robust variance-covariance matrix of the parameters.

score

[numeric matrix] the individual score for each parameter.

Details

When contrast is the identity matrix, this function compute the moments of the sandwich estimator and the degrees of freedom of the approximate t-test as described in (Pan, 2002) section 2 and 3.1.

References

Wei Pan and Melanie M. Wall, Small-sample adjustments in using the sandwich variance estiamtor in generalized estimating equations. Statistics in medicine (2002) 21:1429-1441.