Wald Test for a Linear Hypothesis

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 )

Arguments

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

Value

A vector containing the \(\chi^2\) statistic (X2), degrees of freedom (df), p value (p) and RMSEA statistic (RMSEA).