WaldBNLS function

Wald Test via Least Squares.

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

WaldBNLS(t, s, X, is_zero)

Arguments

• t: Target outcome vector.
• s: Surrogate outcome vector.
• X: Model matrix.
• is_zero: Logical vector, with as many entires as columns in the target model matrix, indicating which columns have coefficient zero under the null.

Returns

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