WaldBNEM function

Wald Test via Expectation Maximization.

Performs a Wald test of the null hypothesis that a subset of the regression parameters for the target outcome are zero.

WaldBNEM(
  t,
  s,
  X,
  Z,
  is_zero,
  init = NULL,
  maxit = 100,
  eps = 1e-08,
  report = FALSE
)

Arguments

• t: Target outcome vector.
• s: Surrogate outcome vector.
• X: Target model matrix.
• Z: Surrogate model matrix.
• is_zero: Logical vector, with as many entries as columns in the target model matrix, indicating which columns have coefficient zero under the null.
• init: Optional list of initial parameters for fitting the null model, with one or more of the components: a0, b0, S0.
• maxit: Maximum number of parameter updates.
• eps: Minimum acceptable improvement in log likelihood.
• report: Report model fitting progress? Default is FALSE.

Returns

A numeric vector containing the Wald statistic, the degrees of freedom, and a p-value.