https://github.com/cran/Epi
Tip revision: bad56e8924d1a5cd3fa168feae14ccebf096bc2d authored by Bendix Carstensen on 15 May 2018, 08:44:58 UTC
version 2.30
version 2.30
Tip revision: bad56e8
Wald.R
Wald <-
function( obj, H0=0, ... )
{
rl <- ci.lin( obj, ..., vcov=TRUE )
beta <- rl$coef
vcov <- rl$vcov
if( missing( H0 ) ) H0 <- beta*0
if( length(H0) != length(beta) ) stop( "H0 has length ", length(H0),
" but the set of selected parameters has length ",
length(beta), ":\n",
paste(round(beta,options()[["digits"]]),collapse=" ") )
chi <- t( beta-H0 ) %*% solve( vcov, beta-H0 )
df <- length(beta)
p <- 1 - pchisq( chi, df )
c( "Chisq"=chi, "d.f."=df, "P"=p )
}