Computes Wald test statistic for H0: θ = θ₀
W = (θ̂ - θ₀)' I(θ̂) (θ̂ - θ₀) ~ χ²(k)
Usage
wald_test(mle_result, null_values = NULL)
Arguments
- mle_result
Result from find_mle
- null_values
Null hypothesis values (default: 0 for all params)
Value
A list with test statistic, df, and p-value