omnibus function

Omnibus (Overall) Wald Test for resi objects

After running the resi function on a fitted model, this function can be used to print the overall Wald test component. If the resi function was run with the store.boot = TRUE option to store the full matrix of bootstrapped estimates, the user can specify a different alpha level for this function's confidence intervals.

omnibus(object, alpha = NULL, ...)

Arguments

• object: an object resulting from resi function
• alpha: an optional new specification for the confidence level. Can be vector-valued
• ...: ignored

Returns

Returns a omnibus_resi object containing the computed omnibus Wald test

Examples

# fit a model
mod = lm(charges ~ bmi + sex, data = RESI::insurance)

# run resi with the store.boot = TRUE option
resi_obj = resi(mod, nboot = 100, store.boot = TRUE, alpha = 0.01)

# run summary, specifying a different alpha level if desired
omnibus(resi_obj, alpha = 0.05)