Wald test for linear restrictions on parameters — wald_test • rmorie

Tests H0: R %*% beta = r.

Usage

wald_test(estimates, vcov, R = NULL, r = NULL)

Arguments

estimates: Parameter estimates.
vcov: Variance-covariance matrix.
R: Optional restriction matrix (default identity).
r: Optional restriction vector (default zeros).

Value

A morie_specification_test.

Examples

set.seed(1)
str(wald_test(c(0.8, 0.1), diag(c(0.04, 0.01))), max.level = 1)
#> List of 5
#>  $ name      : chr "wald"
#>  $ statistic : num 17
#>  $ p_value   : num 0.000203
#>  $ df        : int 2
#>  $ conclusion: chr "Reject null hypothesis (p < 0.05)."
#>  - attr(*, "class")= chr [1:2] "morie_specification_test" "list"