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 )
Estimated parameter
Estimated covariance matrix
Hypothesis matrix
Number of observations
Hypothesis vector
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
).