wald {coxphw} | R Documentation |
Obtain Wald chi-squared test statistics and p-values for one or more regression coefficients given their variance-covariance matrix.
wald(coeff, cov, index = NULL, h0 = NULL)
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 |
h0 |
a vector with the same length as |
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
.
A vector with the follwing components:
chi2 |
the Wald-test statistic. |
df |
degress of freedom. |
p |
p-value. |
Daniela Dunkler