WaldTest.Rd
Computes a Wald Test for a parameter \(\bold{\theta}\) with respect to a linear hypothesis \( \bold{R} \bold{\theta}=\bold{c}\).
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 \(\chi^2\) statistic (X2
),
degrees of freedom (df
),
p value (p
) and RMSEA statistic (RMSEA
).