search for: wald

...rabajando con un modelo bien sencillo, es una regresión simple, pero me gustaría comprobar la significación estadística de cada uno de los coeficientes de regresión en el modelo. La idea es hacer un contraste de hipótesis. Me he descargado el paquete "aod", para poder utilizar el test de Wald, pero mi duda es: *¿Que comandos tengo que utilizar para introducir el test de wald en el modelo?* Esto es lo que estado probando pero la consola no muestra los estadísticos de wald, solo resuelve el modelo. *modeloTUN<-lm(as.numeric(AVE)~ Log.Imports.Value.in.1000.USD + Tariff + M )* *summary...

...rJava)* *library(aod)* *R<-read.csv("2002.CSV", sep=";", dec=",", header=T)* *attach(R)* *group<-gl(2,670,1340,labels= c("AVE", "Log.Imports.Value.in.1000.USD"))* *weight<-c(AVE,Log.Imports.Value.in.1000.USD)* *TUN<-lm(weight~group)* *wald.test(b = coef(TUN), Sigma = vcov(TUN), Terms=2)* Obtengo esto en la consola de RStudio: *Wald test:* *----------* *Chi-squared test:* *X2 = 6070.7, df = 1, P(> X2) = 0.0* Pvalue=0?? creo que estoy cometiendo algún error...Adjunto al email la base de datos en excel, por si puede servir de ayud...

hello, I work since a few time on R and i wanted to know how to obtain the Wald chi square value when you make a binary logistic regression. In fact, i have the z value and the signification but is there a script to see what is the value of Wald chi square. You can see my model below, Best regards, S??verine Erhel [Previously saved workspace restored] > m3 = glm(rep...

I am having trouble understanding results I'm getting back from coxph doing a recurrent event analysis. I've included the model below and the summary. In some cases, with minor variations, the Robust variance and Wald tests are significant, but the individual covariates may or may not be significant. My main question is: If Wald and robust tests both take into account the clustering, then why are they so different and how do I make sense of them. A second question is: If Wald and Robust are both sign...

...strited=rq(Y_t~Y_(t-1)+Y_(t-2)+...,tau=q) anova(fitrestricted,fitunrestricted) If this is correct can you tell me how the test value is calculated in this case, or in other words: My next step is going to replicate this procedure for a whole range of quantiles (say for tau in [a,b]). To apply a sup-Wald-test I am wondering if it is correct to choose the maximum of the different test values and to simulate the critical values by using the data tabulated in Andrees(1993) (or simulate the vectors of independent Brownian Motions)...please feel free to comment, I am really looking forward to your help!...

I am calculating cox propotional hazards models with the coxph function from the survival package. My data relates to failure of various types of endovascular interventions. I can successfully obtain the LR, Wald, and Score test p-values from the coxph.object, as well as the hazard ratio as follows: formula.obj = Surv(days, status) ~ type coxph.model = coxph(formula.obj, df) fit = summary(coxph.model) hazard.ratio = fit$conf.int[1] lower95 = fit$conf.int[3] upper95 = fit$conf.int[4] logrank.p.value = fit$s...

...Tra* and *Mes*when measures among sites (*Lugar*) are repeated measures. I get this outpout summary (A) and anova (B). (A) Call:geeglm(formula = sqrt~ Tra + Mes, family = gaussian(identity), data = datos, id = Lugar, corstr ="independence") Coefficients: Estimate Std.err Wald Pr(>|W|) (Intercept) 4.6733 0.7007 44.48 2.6e-11 *** TraT1 -0.2155 0.0748 8.30 0.004 ** Mes2 -0.0159 0.0699 0.05 0.820 Mes3 -0.0596 0.1441 0.17 0.679 Mes4 -0.1581 0.0373 17.99 2.2e-05 *** Estimated Scale Parameters: Estimate Std.err (In...

...   my question concerns my interest in comparing the beta coefficients between two identical regression models in two (actually 3) groups. Disclaimer: I am quite new to R, so I might be missing some terminology that I have not come across.   I am trying to find out if I can easily implement a Wald test in R for this, but the only relevant thing that I came across is this link (http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/aod/html/wald.test.html), which seems to be referring to comparing the coefficients of separate IVs within the same regression. What I am interested is to compare the...

Dear R members, I am new in using frailty models in survival analyses and am getting some contrasting results when I compare the Wald and likelihood ratio tests provided by the r output. I am testing the survivorship of different sunflower interspecific crosses using cytoplasm (Cyt), Pollen and the interaction Cyt*Pollen as fixed effects, and sub-block as a random effect. I stratified the analysis by developmental stag...

Dear List, How do I extract the approximate Wald test for the frailty (in the following example 17.89 value)? What about the P-values, other Chisq, DF, se(coef) and se2? How can they be extracted? ######################################################> kfitm1 Call: coxph(formula = Surv(time, status) ~ age + sex + disease + frailty(id, d...

...reason why the anova method on "mer" objects (calculated by lmer) do not calculate the denominator df nor a p-value. --- See for instance Douglas Bates' long post on this topic, in: https://stat.ethz.ch/pipermail/r-help/2006-May/094765.html However, Anova does calculate p-values from Wald chi-square tests for fixed terms from "mer" objects (as well as from "lme" objects, from lme). I suppose that the key to understand the logic for this is in Fox & Weisberg's commentary in "An R Companion to Applied Regression" (2nd edition, p. 272), where they...

Hi I'm having some difficulty understanding my output (below) from GEE. the person who wrote the program included some comments about the '3-th term gives diff between hyp/ox at time..', and after created an L vector to use for a WALD test. I was wondering if someone could help me understand the GEE output, the programmers comment, how L was determined, and its use in the WALD test. I have tried looking online but unfortunatly have had no luck. Thank you so much! fit=gee(foci~as.factor(time)*cond,id=exper,data=drt,family=po...

Dear all, I am trying to compare the estimated coefficients of a quantile regression model between two different samples. It is a Wald test, but I cannot find one way to do that in R.The samples are collected conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable should be the same, therefore I cannot...

Dear expeRts, there is obviously a general trend to use model comparisons, LRT and AIC instead of Wald-test-based significance, at least in the R community. I personally like this approach. And, when using LME's, it seems to be the preferred way (concluded from postings of Brian Ripley and Douglas Bates' article in R-News 5(2005)1), esp. because of problems with the d.f. approximation. B...

I recently reviewed a paper that used Wald's Z in a mixed model analysis. The dataset (see end of message for complete dataset) has individual animals (SAMPLE) from within social groups, from within geographic regions. Y is the response variable. The paper ran a mixed model with year and region as fixed effects, group a random effec...

...ain topics, so-called CRAN task views: http://CRAN.R-project.org/src/contrib/Views/ Currently, there is not yet a "SocialSciences" view (but John Fox is working on one). However, it might as be interesting for you to look at the "Econometrics" view which has some remarks about Wald tests. > Ex. 1) Wald tests of linear hypotheses after max. likelihood or even after > a regression. "Wald" does not even appear in my standard R package on a > search. You might want to look at waldtest() and coeftest() in package lmtest. And you seem to have discovered linea...

I have a question about the Wald test F-statistics that are calculated when the anova() command is used on a singular gls or lme object. As I recall from my linear models class, the Wald test examines H0: C'B = d0 vs Ha: C'B != d0. Does anybody know how this C matrix is constructed in R? Is there a way to see the C...

Dear R-Helpers, I'm searching for an R package that will produce power analyses for linear Wald tests. I have conducted a thorough analysis and come up with a pile of negative results (I'm the King, baby). I found asypow, which applies to likelihood ratio tests. However, we generally have the power to do Wald tests, I just need to prove it so that we can publish it ;) If this is a &qu...

Hi there - I am new to R, so perhaps this is an old question. I am looking to find the source code for the wald.test function so I can tune it for my own needs. Where do I find it? I do not want to change wald.test. Rather, I want to find it and make a new function, say wald.test.new. thanks Andrew Martin University of Delaware [[alternative HTML version deleted]]

Dear all, I'm trying to run a Wald Test for the Penalized Fixed Effects using the rqpd package. Actually, I'd like to test if the coefficients associated to the same variable are statistically different among the quantiles. The usual wald.test, waldtest or anova.rq don't work for rqpd. I would appreciate any help. Thank you...