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Tip revision: c81bbfbd28945aaec8aacae4e8a999a6f4b36c65 authored by Bendix Carstensen on 23 August 2018, 04:44:26 UTC
version 2.32
Tip revision: c81bbfb
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 )
}

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