asymptotic_eigp {GEC} | R Documentation |
Asymptotic Wald's test for testing the exponent in a EIGP model.
Description
This function computes the test statistic and the p-value of Wald's test for the exponent parameter in EIGP model.
Usage
asymptotic_eigp(data, eta0 = 1, theta1, eta1)
Arguments
data |
Observations. |
eta0 |
To test if the exponent equals 1, the default for eta0 is et to be 1. |
theta1 |
The unrestricted MLE of theta. |
eta1 |
The unrestricted MLE of eta. |
Details
asymptotic_eigp
Value
This function returns the test statistic and the p-value of the Wald's test.
Examples
sample1 = eigp_sampling(200,eta = 1.1,theta = 3)
theta1 = mle_search_eigp(data = sample1)$theta
eta1 = mle_search_eigp(data = sample1)$eta
asymptotic_eigp(sample1,eta0 = 1,theta1,eta1)
[Package GEC version 0.1.0 Index]