WaldTest function

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

Returns

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