Wald_test {clubSandwich} | R Documentation |
Wald_test
reports Wald-type tests of linear contrasts from a fitted
linear regression model, using a sandwich estimator for the
variance-covariance matrix and a small sample correction for the p-value.
Several different small-sample corrections are available.
Wald_test(obj, constraints, vcov, test = "HTZ", ...)
obj |
Fitted model for which to calculate Wald tests. |
constraints |
List of one or more constraints to test. See details below. |
vcov |
Variance covariance matrix estimated using |
test |
Character vector specifying which small-sample correction(s) to
calculate. The following corrections are available: |
... |
Further arguments passed to |
Constraints can be specified as character vectors, integer vectors, logical vectors, or matrices.
A list of test results.