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Last data update: 2014.03.03

R: Wald test for generalized linear models

wald.test

R Documentation

Wald test for generalized linear models

Computes the Wald score test for the coefficients of a generalized linear model.

wald.test(model = model, terms)

`model`	an object that stores the results of `glm` fit of the model under the null hypothesis.
`terms`	number of coefficients to be tested under null hypothesis

The object model is obtained using the usual options passed to the glm function.

The function wald.test() returns the following list of values:

`W`	the value of the Wald statistic.
`pvalue`	the p value of test under null hypothesis chi-square distribution.

Antonio Hermes M. da Silva-Junior hermes@ccet.ufrn.br

McCullagh P, Nelder J (1989). Generalized Linear Models. Chapman & Hall/CRC, London.

data(strength)
fitf <- glm(y ~ cut * lot, data = strength,family = inverse.gaussian("inverse"))
wald.test(fitf,term=9)