Obtain Wald chi-squared test statistics and p-values for one or more regression coefficients given their variance-covariance matrix.
wald(coeff, cov, index = NULL, h0 = NULL)
A vector with the following components:
the Wald-test statistic.
degrees of freedom.
p-value.
a vector with regression coefficients.
a variance-covariance matrix.
an integer specifying which parameters should be jointly tested. Default is to test
all parameters given in coeff
and cov
.
a vector with the same length as coeff
stating the null hypothesis for the test.
Default is 0 for all coefficients.
Daniela Dunkler
The test is based on the assumption that the coefficients asymptotically follow
a (multivariate) normal distribution with mean coeff
and a variance-covariance
matrix cov
.
coxphw