wald {coxphw} R Documentation

## Wald-Test for Model Coefficients

### Description

Obtain Wald chi-squared test statistics and p-values for one or more regression coefficients given their variance-covariance matrix.

### Usage

 wald(coeff, cov, index = NULL, h0 = NULL) 

### Arguments

 coeff a vector with regression coefficients. cov a variance-covariance matrix. index an integer specifiying which parameters should be jointly tested. Default is to test all parameters given in coeff and cov. h0 a vector with the same length as coeff stating the null hypothesis for the test. Default is 0 for all coefficients.

### Details

The test is based on the assumption that the coefficients asymptotically follow a (multivariate) normal distribution with mean coeff and a variance-covariance matrix cov.

### Value

A vector with the follwing components:

 chi2 the Wald-test statistic. df degress of freedom. p p-value.

### Author(s)

Daniela Dunkler

coxphw