mdscore (version 0.1-3)

wald.test: Wald test for generalized linear models

Description

Computes the Wald score test for the coefficients of a generalized linear model.

Usage

wald.test(model = model, terms)

Arguments

model

an object that stores the results of glm fit of the model under the null hypothesis.

terms

number of coefficients to be tested under null hypothesis

Value

The function wald.test() returns the following list of values:

W

the value of the Wald statistic.

pvalue

the p value of test under null hypothesis chi-square distribution.

Details

The object model is obtained using the usual options passed to the glm function.

References

McCullagh P, Nelder J (1989). Generalized Linear Models. Chapman & Hall/CRC, London.

See Also

lr.test mdscore

Examples

data(strength)
fitf <- glm(y ~ cut * lot, data = strength,family = inverse.gaussian("inverse"))
wald.test(fitf,term=9)