wald_test {sdpdth}

Wald test for threshold spatial dynamic panel data model

Description

Wald test for threshold spatial dynamic panel data model

Usage

wald_test(th_res)

Arguments

th_res

msdpdth class, generated by function msdpdth()

Details

Two sided Wald test for testing whether two estimated parameters for each group are equal

• "h_0" \theta_1 = \theta_2

• "h_1" \theta_1 \neq \theta_2

Value

A list of p-values for each parameter.

Examples

data(data_th, data_w)
result <- msdpdth(y = data_th$y, x = data_th$x, w1 = data_w, th = data_th$th)
wald_test(result)