InferWald {FLAG} | R Documentation |
Infer by the Wald test.
Description
Infer by the Wald test.
Usage
InferWald(Omega.inv, n, K, Y.vec, Gamma_e)
Arguments
Omega.inv |
Matrix, with size (2n)*(2n). |
n |
Integer. |
K |
Matrix, with size n*n. |
Y.vec |
Matrix, with size (2*n)*1, the vectorized Y. |
Gamma_e |
Matrix, with size 2*2. |
Value
List, the covariance matrix, which is the inverse of the Fisher information matrix, inferred by the Wald test, the estimated off-diagonal element eta in the matrix Gamma_epsilon, the standard error of eta, the p-value of eta, the estimated partial correlation rho, the standard error of rho, the p-value of rho.
Examples
InferWald(Omega.inv, n, K, Y.vec, Gamma_e)
[Package FLAG version 0.1 Index]