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