Omnibus (Overall) Wald Test for resi objects

After running the resi function on a fitted model, this function can be used to print the overall Wald test component. If the resi function was run with the `store.boot = TRUE` option to store the full matrix of bootstrapped estimates, the user can specify a different alpha level for this function's confidence intervals.

Usage

omnibus(object, alpha = NULL, ...)

Arguments

object: an object resulting from resi function
alpha: an optional new specification for the confidence level. Can be vector-valued
...: ignored

Value

Returns a `omnibus_resi` object containing the computed omnibus Wald test

Examples

# fit a model
mod = lm(charges ~ bmi + sex, data = RESI::insurance)

# run resi with the store.boot = TRUE option
resi_obj = resi(mod, nboot = 100, store.boot = TRUE, alpha = 0.01)

# run summary, specifying a different alpha level if desired
omnibus(resi_obj, alpha = 0.05)
#> 
#> Analysis of effect sizes based on RESI:
#> Confidence level =  0.05 
#>   Res.Df Df      F Pr(>F)   RESI   2.5%  97.5%
#> 1   1337                                      
#> 2   1335  2 24.338      0 0.1866 0.1417 0.2352