nlWaldTest (version 1.1.3)

Wald Test of Nonlinear Restrictions and Nonlinear CI

Description

Wald Test for nonlinear restrictions on model parameters and confidence intervals for nonlinear functions of parameters using delta-method. Applicable after ANY model, provided parameters estimates and their covariance matrix are available.

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Version

Install

install.packages('nlWaldTest')

Monthly Downloads

557

Version

1.1.3

License

GPL (>= 2)

Maintainer

Oleh Komashko

Last Published

March 24th, 2016

Functions in nlWaldTest (1.1.3)

CESdata

Data for testing CES production function

nlConfint

Confidence intervals for nonlinear functions of parameters

nlWaldtest

Nonlinear restriction(s) Wald test