R: Makes wald test

wald.test {timereg} | R Documentation

## Makes wald test

### Description

Makes wald test, either by contrast matrix or testing components to 0. Can also specify the regression coefficients and the variance matrix. Also makes confidence intervals of the defined contrasts. Reads coefficientes and variances from timereg and coxph objects.

### Usage

    wald.test(object = NULL, coef = NULL, Sigma = NULL, contrast,
      coef.null = NULL, null = NULL, print.coef = TRUE, alpha = 0.05)

### Arguments

`object` | timereg object
`coef` | estimates from some model
`Sigma` | variance of estimates
`contrast` | contrast matrix for testing
`coef.null` | which indeces to test to 0
`null` | mean of null, 0 by default
`print.coef` | print the coefficients of the linear combinations.
`alpha` | significance level for CI for linear combinations of coefficients.

### Author(s)

Thomas Scheike

### Examples

    data(sTRACE)
    # Fits Cox model
    out<-cox.aalen(Surv(time,status==9)~prop(age)+prop(sex)+
    prop(vf)+prop(chf)+prop(diabetes),data=sTRACE,n.sim=0)

    wald.test(out,coef.null=c(1,2,3))
    ### test age=sex   vf=chf
    wald.test(out,contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0)))

    ### now same with direct specifation of estimates and variance
    wald.test(coef=out$gamma,Sigma=out$var.gamma,coef.null=c(1,2,3))
    wald.test(coef=out$gamma,Sigma=out$robvar.gamma,coef.null=c(1,2,3))
    ### test age=sex   vf=chf
    wald.test(coef=out$gamma,Sigma=out$var.gamma,
    	  contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0)))

[Package timereg version 1.9.4 Index]