wald {coxphw}

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 specifying 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 following components:

chi2

the Wald-test statistic.

df

degrees of freedom.

p

p-value.

Author(s)

Daniela Dunkler

See Also

coxphw