Wald Test for a Linear Hypothesis
Computes a Wald Test for a parameter \bold{θ} with respect to a linear hypothesis \bold{R} \bold{θ}=\bold{c}.
WaldTest( delta, vcov, R, nobs, cvec=NULL, eps=1E-10 )
delta |
Estimated parameter |
vcov |
Estimated covariance matrix |
R |
Hypothesis matrix |
nobs |
Number of observations |
cvec |
Hypothesis vector |
eps |
Numerical value is added as ridge parameter of the covariance matrix |
A vector containing the χ^2 statistic (X2),
degrees of freedom (df),
p value (p) and RMSEA statistic (RMSEA).
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